The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463): Difference between revisions

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Revision as of 22:37, 19 March 2024

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The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
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    The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (English)
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    1979
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    inconsistent instrumental variables estimators
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    autocorrelated errors
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    simultaneous equation model
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    mis-specification
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