Determination of Estimators with Minimum Asymptotic Covariance Matrices

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Determination of Estimators with Minimum Asymptotic Covariance Matrices

Author Info

Charles E. Bates
Halbert White

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Halbert White

Abstract

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Publisher Info
Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 92-16.

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Date of creation: Apr 1992
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Handle: RePEc:cdl:ucsdec:92-16

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Article
- Bates, Charles E. & White, Halbert, 1993. "Determination of Estimators with Minimum Asymptotic Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 9(04), pages 633-648, August. [Downloadable!]

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR). [Downloadable!]
Other versions:
- Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Blackwell Publishing, vol. 21(1), pages 143-173, 02. [Downloadable!] (restricted)
Kenneth D. West, 2000. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers 0249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- West, Kenneth D, 2001. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1043-50, November.
Nour Meddahi & Éric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO. [Downloadable!]
Tae-Hwan Kim & Halbert White, 2000. "James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 99-04R, Department of Economics, UC San Diego. [Downloadable!]
Other versions:
- Tae-Hwan Kim & Halbert White, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 99-04, Department of Economics, UC San Diego. [Downloadable!]
- Tae-Hwan Kim & Halbert White, 1999. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 1999-04, Department of Economics, UC San Diego. [Downloadable!]
- Tae-Hwan Kim & Halbert White, 2000. "James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator," University of California at San Diego, Economics Working Paper Series 1999-04R, Department of Economics, UC San Diego. [Downloadable!]
- Kim T-H. & White H., 2001. "James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 697-705, June. [Downloadable!] (restricted)
David M. Mandy & Carlos Martins-Filho, 1998. "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics 9805001, EconWPA. [Downloadable!]
Other versions:
- Mandy, D. M. & Martins-Filho, Carlos, 1998. "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, vol. 88(1), pages 79-98, November. [Downloadable!] (restricted)
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