The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
主要作者: | Hendry, D |
---|---|
格式: | Journal article |
语言: | English |
出版: |
1979
|
相似书籍
-
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
由: Hendry, D
出版: (1975) -
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
由: Hendry, D, et al.
出版: (1977) -
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
由: Hendry, D, et al.
出版: (1975) -
Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
由: Lim, Hock Ann
出版: (2014) -
On the robust parameter estimation for linear model with autocorrelated errors
由: Midi, Habshah, et al.
出版: (2013)