Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (Q3704790)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors
scientific article

    Statements

    Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (English)
    0 references
    1986
    0 references
    instrumental variables estimator
    0 references
    incomplete, dynamic economic system
    0 references
    vector autoregressive moving average disturbances
    0 references
    lagged endogenous variables
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references