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The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
Home
Publications
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems
DH
David F. Hendry
David F. Hendry
FS
Frank Srba
Frank Srba
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1 May 1977
journal article
Published by
JSTOR
in
Econometrica
Vol. 45
(4)
,
969
https://doi.org/10.2307/1912685
Abstract
No abstract available
Keywords
DYNAMIC SYSTEMS
INSTRUMENTAL VARIABLES
AUTOREGRESSIVE INSTRUMENTAL
PROPERTIES
VARIABLES ESTIMATORS
Cited by 70 articles