Econometric Issues in the Analysis of Regressions with Generated Regressors

1984/02/01 by Adrian Pagan · 30 citations
Mathematics · Economics, Econometrics and Finance · #Advanced Statistical Methods and Models #Monetary Policy and Economic Impact #Statistical Methods and Inference

paper · doi:10.2307/2648877

Citations

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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