Pages that link to "Item:Q3704790"
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The following pages link to Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (Q3704790):
Displaying 14 items.
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances (Q579812) (← links)
- An instrumental variables interpretation of linear systems theory estimation (Q1104021) (← links)
- Estimation of simultaneous equation models with stochastic trend components (Q1195786) (← links)
- Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
- Some small-sample properties of instrumental-variables estimators of block triangular models (Q1918158) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
- The informative sample size for dynamic multiple equation systems with moving average errors (Q3336564) (← links)
- (Q3807101) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
- An Instrumental Variable Approach to Dynamic Models (Q6136986) (← links)
