Instrumental variables regressions involving seasonal data

DOI10.1016/0165-1765(84)90008-9zbMath1273.62156OpenAlexW1981222795MaRDI QIDQ374914

David E. A. Giles

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90008-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

An algorithm to estimate the two-way fixed effects model ⋮ The frisch-waugh theorem and generalized least squares

Cites Work

• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
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