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The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
Hendry, David F; Srba, Frank - In: Econometrica 45 (1977) 4, pp. 969-90
Persistent link: https://www.econbiz.de/10005332098
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Exogeneity.
Engle, Robert F; Hendry, David F; Richard, Jean-Francois - In: Econometrica 51 (1983) 2, pp. 277-304
Persistent link: https://www.econbiz.de/10005332504
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Stochastic Specification in an Aggregate Demand Model of the United Kingdom.
Hendry, David F - In: Econometrica 42 (1974) 3, pp. 559-78
Persistent link: https://www.econbiz.de/10005129888
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The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes.
Nielsen, Bent - In: Econometrica 69 (2001) 1, pp. 211-19
Persistent link: https://www.econbiz.de/10005231479
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The Influence of Var Dimensions on Estimator Biases: Comment
Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica 71 (2003) 1, pp. 377-383
Persistent link: https://www.econbiz.de/10005231854