Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments
Year of publication: |
1983
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Authors: | Hayashi, Fumio ; Sims, Christopher |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 3, p. 783-798
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Subject: | Statistik Zeitreihe | Ökonometrik Schätzung |
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