The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
Prif Awdur: | Hendry, D |
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Fformat: | Journal article |
Iaith: | English |
Cyhoeddwyd: |
1979
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Eitemau Tebyg
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The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
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The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
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A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
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