Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (Q3704790)
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scientific article; zbMATH DE number 3932267
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| default for all languages | No label defined |
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| English | Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors |
scientific article; zbMATH DE number 3932267 |
Statements
Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (English)
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1986
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instrumental variables estimator
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incomplete, dynamic economic system
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vector autoregressive moving average disturbances
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lagged endogenous variables
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0.8545522093772888
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0.825736939907074
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0.824205756187439
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0.8042387962341309
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