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The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> - MaRDI portal

The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> (Q3805716)

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The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup>
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    The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> (English)
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    1986
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    small sample properties
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    dynamic structural equation
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    autocorrelated errors
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    2SLS
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    two-step estimators
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    least squares
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