The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
David F. Hendry
| Year of publication: |
1979
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|---|---|
| Authors: | Hendry, David F. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 9.1979, 3, p. 295-314
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| Subject: | Statistik Zeitreihe | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002738997