The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
Main Author: | Hendry, D |
---|---|
Format: | Journal article |
Language: | English |
Published: |
1979
|
Similar Items
-
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
by: Hendry, D
Published: (1975) -
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
by: Hendry, D, et al.
Published: (1977) -
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
by: Hendry, D, et al.
Published: (1975) -
Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
by: Lim, Hock Ann
Published: (2014) -
On the robust parameter estimation for linear model with autocorrelated errors
by: Midi, Habshah, et al.
Published: (2013)