Optimal IV estimation of systems with stochastic regressors and VAR distribances with applications to dynamic systems
David M. Mandy and Carlos Martins-Filho
| Year of publication: |
2001
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|---|---|
| Authors: | Mandy, David M. ; Martins-Filho, Carlos |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 4, p. 485-505
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| Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |