JSTOR Daily

The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

This paper deals with two single-equation estimators in a set of simultaneous linear stochastic equations--namely, ordinary least squares (OLS) and two-stage least squares (2SLS). Under the assumption ...
JSTOR Daily

Distribution of OLS Estimators of Coefficients and Disturbance Term in a General Regression Model

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 34, No. 4 (Dec., 1972), pp. 395-404 (10 pages) This paper contains a method of determining the distribution function of the ...
Simon Fraser University

Estimation Methods

A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...
Risk

The robustness of estimators in structural credit loss distributions

This paper provides Monte Carlo results for the performance of the method of moments (MM), maximum likelihood (ML) and ordinary least squares (OLS) estimators of the credit loss distribution implied ...
Simon Fraser University

SUR, 3SLS, and FIML Estimation

In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...