The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.

Lignende værker

• The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
  af: Hendry, D
  Udgivet: (1975)
• The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
  af: Hendry, D, et al.
  Udgivet: (1977)
• A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
  af: Hendry, D, et al.
  Udgivet: (1975)
• Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
  af: Lim, Hock Ann
  Udgivet: (2014)
• On the robust parameter estimation for linear model with autocorrelated errors
  af: Midi, Habshah, et al.
  Udgivet: (2013)