An Approximation to the Distribution of the Pooled Estimator When the Time Series Equation Is One of a Complete System
William M. Mikhail and
Ghazal A. Ghazal
Chapter 11 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 287-316 from World Scientific Publishing Co. Pte. Ltd.
The following sections are included:IntroductionModel, Assumptions, and Canonical ReductionsThe Approximate DistributionsAppendixReferences
Keywords: Financial Econometrics; Applied Econometrics; Econometric Theory and Methods (search for similar items in EconPapers)
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