Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties

Dennis L. Hoffman

doi:10.2307/1391939

Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties

Journal of Business and Economic Statistics ◽

10.2307/1391939 ◽

1991 ◽

Vol 9 (1) ◽

pp. 51

Author(s):

Dennis L. Hoffman

Keyword(s):

Rational Expectations ◽

Small Sample ◽

Small Sample Properties

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Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models

10.3386/t0051 ◽

1985 ◽

Cited By ~ 49

Author(s):

N. Gregory Mankiw ◽

Matthew Shapiro

Keyword(s):

Rational Expectations ◽

Small Sample ◽

Small Sample Properties

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Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties

Journal of Business and Economic Statistics ◽

10.1080/07350015.1991.10509826 ◽

1991 ◽

Vol 9 (1) ◽

pp. 51-61

Author(s):

Dennis L. Hoffman

Keyword(s):

Rational Expectations ◽

Small Sample ◽

Small Sample Properties

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Asymptotic and Small-Sample Properties of the Fixpoint-Estimator for Rational Expectations Models

Lecture Notes in Economics and Mathematical Systems - Econometric Decision Models ◽

10.1007/978-3-642-51675-7_25 ◽

1991 ◽

pp. 429-458

Author(s):

Manfred Lösch

Keyword(s):

Rational Expectations ◽

Small Sample ◽

Small Sample Properties

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Small Sample Properties of the Pareto/Negative Binomial Distribution Model

Marketing ZFP ◽

10.15358/0344-1369-2010-jrm-1-39 ◽

2010 ◽

Vol 32 (JRM 1) ◽

pp. 39-50

Author(s):

Daniel Hoppe ◽

Udo Wagner

Keyword(s):

Negative Binomial Distribution ◽

Binomial Distribution ◽

Negative Binomial ◽

Small Sample ◽

Distribution Model ◽

Small Sample Properties

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On Simple Wavelet Estimators of Random Signals and Their Small-Sample Properties

SSRN Electronic Journal ◽

10.2139/ssrn.2290292 ◽

2013 ◽

Author(s):

Joanna Bruzda

Keyword(s):

Small Sample ◽

Small Sample Properties ◽

Random Signals ◽

Wavelet Estimators

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Small sample properties of the conditional least squares estimator in SETAR models

Economics Letters ◽

10.1016/s0165-1765(00)00314-1 ◽

2000 ◽

Vol 69 (3) ◽

pp. 267-276 ◽

Cited By ~ 23

Author(s):

George Kapetanios

Keyword(s):

Least Squares ◽

Small Sample ◽

Least Squares Estimator ◽

Conditional Least Squares ◽

Conditional Least Squares Estimator ◽

Small Sample Properties

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Small-Sample Properties of GMM for Business-Cycle Analysis

Journal of Business and Economic Statistics ◽

10.2307/1392445 ◽

1996 ◽

Vol 14 (3) ◽

pp. 309 ◽

Cited By ~ 13

Author(s):

Lawrence J. Christiano ◽

Wouter J. den Haan

Keyword(s):

Business Cycle ◽

Small Sample ◽

Small Sample Properties ◽

Business Cycle Analysis

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Small-Sample Properties of Factor Mimicking Portfolio Estimates

SSRN Electronic Journal ◽

10.2139/ssrn.2380144 ◽

2013 ◽

Author(s):

Zhuo Chen ◽

Gregory Connor ◽

Robert A. Korajczyk

Keyword(s):

Small Sample ◽

Small Sample Properties

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“Small sample properties of ML, COLS and DEA estimators of frontier models in the presence of heteroscedasticity” by A.N. Bojanic, S.B. Caudill and J.M. Ford, European Journal of Operational Research 108, 1998, 140–148: A comment

European Journal of Operational Research ◽

10.1016/s0377-2217(01)00024-8 ◽

2002 ◽

Vol 136 (2) ◽

pp. 466-467 ◽

Cited By ~ 3

Author(s):

R.D. Banker ◽

H.S. Chang ◽

W.W. Cooper

Keyword(s):

Operational Research ◽

Small Sample ◽

Small Sample Properties

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Small-sample properties of finite population ratios

Communications in Statistics - Simulation and Computation ◽

10.1080/03610919508813283 ◽

1995 ◽

Vol 24 (4) ◽

pp. 897-909 ◽

Cited By ~ 1

Author(s):

Abdul J. Sankoh

Keyword(s):

Finite Population ◽

Small Sample ◽

Small Sample Properties

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