Efficient Estimation of a Dynamic Error-Shock Model
From MaRDI portal
Publication:4179732
DOI10.2307/2526313zbMath0396.62085OpenAlexW2889890609MaRDI QIDQ4179732
No author found.
Publication date: 1978
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w0157.pdf
Identification ProblemDynamic Error-Shock ModelDynamic Simultaneous Equation ModelsEfficient EstimationInstrumentsLagGed Exogenous Variables
Applications of statistics to economics (62P20) Multisectoral models in economics (91B66) Economic growth models (91B62)
Related Items (4)
Identification of simultaneous equation models with measurement errors based on time series structure ⋮ Consistent estimation for some nonlinear errors-in-variables models ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ Errors-in-variables methods in system identification
This page was built for publication: Efficient Estimation of a Dynamic Error-Shock Model
