Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
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Publication:3594913
DOI10.1111/J.1368-423X.2007.00199.XzbMath1116.62094OpenAlexW3122018241MaRDI QIDQ3594913
Publication date: 9 August 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00199.x
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Cites Work
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