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A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems
Hendry, David F.; Srba, Frank - Cowles Foundation for Research in Economics, Yale University - 1975
Persistent link: https://www.econbiz.de/10005593422
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The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems
Hendry, David F. - Cowles Foundation for Research in Economics, Yale University - 1975
Persistent link: https://www.econbiz.de/10005249256
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Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom
Hendry, David F.; Anderson, Gordon J. - Cowles Foundation for Research in Economics, Yale University - 1975
Persistent link: https://www.econbiz.de/10005249273