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Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
Joseph, Agnes S.; Kiviet, Jan F. - 2004
We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an explanatory variable, which is also autoregressive and may include lagged or instantaneous feedbacks from the...
Persistent link: https://www.econbiz.de/10010325177
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10000909000
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie; Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10001513117
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.; Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513122
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
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Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
Joseph, Agnes S.; Kiviet, J. F. - 2004
Persistent link: https://www.econbiz.de/10002081905
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Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
Joseph, Agnes S.; Kiviet, J. F. - 2004
We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an explanatory variable, which is also autoregressive and may include lagged or instantaneous feedbacks from the...
Persistent link: https://www.econbiz.de/10011335214
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Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
Joseph, Agnes S.; Kiviet, J. F. - 2006
We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an explanatory variable, which is also autoregressive and may include lagged or instantaneous feedbacks from the...
Persistent link: https://www.econbiz.de/10014029258