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

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scientific article; zbMATH DE number 3696349
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    The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
    scientific article; zbMATH DE number 3696349

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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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