Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence (Q3350616)
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English | Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence |
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Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence (English)
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1990
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corrected mean square errors
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Sargan's 2SLS
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instrument choices in applied work
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Monte Carlo evaluation
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Theil's generalized two stage least squares
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Fair estimators
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