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The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
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Rejoinder to comment Doornik, Nielsen, and Rothenberg
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386
Persistent link: https://www.econbiz.de/10001731138
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NOTES AND COMMENTS - The Influence of VAR Dimensions on Estimator Biases: Comment
Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-384
Persistent link: https://www.econbiz.de/10006764269
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The properties of autoregressive instrumental variables estimators in dynamic systems
Hendry, David F.; Srba, Frank - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 4, pp. 969-990
Persistent link: https://www.econbiz.de/10002739212
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Stochastic specification in an aggregate demand model of the United Kingdom
Hendry, David F. - In: Econometrica : journal of the Econometric Society, an … 42 (1974) 3, pp. 559-578
Persistent link: https://www.econbiz.de/10002739233
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Exogeneity
Engle, Robert F.; Hendry, David F.; Richard, Jean-Francois - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 2, pp. 277-304
Persistent link: https://www.econbiz.de/10003540288