Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (Q3704790)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors |
scientific article |
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Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (English)
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1986
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instrumental variables estimator
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incomplete, dynamic economic system
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vector autoregressive moving average disturbances
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lagged endogenous variables
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