Two New Zealand Pioneer Econometricians
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- Phillips, Peter C B, 1985.
"The Exact Distribution of LIML: II,"
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.
- Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.
- Hodrick, Robert J & Prescott, Edward C, 1997.
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- Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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KeywordsAitken; Cramér Rao bound; HP filter; Minimum variance unbiased estimation; Projection; GLS; Bergstrom; Continuous time; Exact distribution; LIML; UK economy; Pioneers of econometrics;
- B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-30 (All new papers)
- NEP-ECM-2010-01-30 (Econometrics)
- NEP-HIS-2010-01-30 (Business, Economic & Financial History)
- NEP-HPE-2010-01-30 (History & Philosophy of Economics)
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