Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (Q4368686)
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scientific article; zbMATH DE number 1094897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration |
scientific article; zbMATH DE number 1094897 |
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Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (English)
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4 December 1997
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two-stage least squares estimator
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dynamic simultaneous model
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hypothesis testing
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