Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence (Q3350616)

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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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