The American Economic Review, Volume 86American Economic Association., 1996 Includes papers and proceedings of the annual meeting of the American Economic Association. Covers all areas of economic research. |
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Página 67
... standard error of .018 . With nonlinear instrumental variables , the estimates for έ and 0 are -.019 and 1.084 respectively with stan- dard errors of .023 and .028 . Both estimates suggest rather precisely that there is no state effect ...
... standard error of .018 . With nonlinear instrumental variables , the estimates for έ and 0 are -.019 and 1.084 respectively with stan- dard errors of .023 and .028 . Both estimates suggest rather precisely that there is no state effect ...
Página 101
... standard errors ) casts some doubt as to whether or not the model is so decisively rejected . Of the 23 mo- ments that the SME procedure attempts to match , only 8 are within two standard errors of the corresponding moment estimated ...
... standard errors ) casts some doubt as to whether or not the model is so decisively rejected . Of the 23 mo- ments that the SME procedure attempts to match , only 8 are within two standard errors of the corresponding moment estimated ...
Página 148
... standard deviation of the IMRS . To take into account sampling er- rors , we follow their procedure to test whether σ > OR for a given value of μ , and whether σ lies within two standard errors from the Hansen - Jagannathan bounds ...
... standard deviation of the IMRS . To take into account sampling er- rors , we follow their procedure to test whether σ > OR for a given value of μ , and whether σ lies within two standard errors from the Hansen - Jagannathan bounds ...
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