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The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
Hendry, David F. - In: Journal of econometrics 9 (1979) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10002738997
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Dynamic specification
Hendry, David F. - 1984
Persistent link: https://www.econbiz.de/10002739009
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The econometric analysis of economic time series
Hendry, David F.; Richard, Jean-François - In: International statistical review : a journal of the … 51 (1983) 2, pp. 111-162
Persistent link: https://www.econbiz.de/10002739018