On the asymptotic normality of Fourier flexible form estimates
نویسندگان
چکیده
منابع مشابه
On the Asymptotic Normality of Fourier Flexible Form Estimates
Rates of increase in the number of parameters of a Fourier factor demand system that imply asymptotically normal elasticity estimates are characterized. The main technical problem in achieving this characterization is caused by the fact that the eigenvalues of the sample sum of squares and cross products matrix of the generalized least squares estimator are not bounded from below. This problem ...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1991
ISSN: 0304-4076
DOI: 10.1016/0304-4076(91)90024-8