Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference in Instrumental Variables Regression with I(1) Processes |
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January 1990
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1990
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Statistical Inference in Instrumental Variables Regression with I(1) Processes (English)
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asymptotic chi-square criteria
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instrumental variable (IV) estimates of multivariate cointegration regressions
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deterministic and stochastic regressors
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time series
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stochastic trends
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semiparametric corrections
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serial correlation
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endogeneity
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fully-modified Wald tests
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cointegrated systems
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nuisance parameter dependencies
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simulation results
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sampling behaviour
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error-correction methodology
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least squares regression
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