The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463)
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scientific article; zbMATH DE number 3696349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors |
scientific article; zbMATH DE number 3696349 |
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The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (English)
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1979
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inconsistent instrumental variables estimators
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autocorrelated errors
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simultaneous equation model
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mis-specification
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