The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
Hovedforfatter: | Hendry, D |
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Format: | Journal article |
Sprog: | English |
Udgivet: |
1979
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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.
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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
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On the robust parameter estimation for linear model with autocorrelated errors
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Udgivet: (2013)