Pages that link to "Item:Q4130830"
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The following pages link to The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems (Q4130830):
Displaying 6 items.
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> (Q3805716) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)