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

Slični predmeti

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