OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS
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Publication:4471135
DOI10.1081/ETC-100107001zbMath1044.62122OpenAlexW1996670737MaRDI QIDQ4471135
Carlos Martins-Filho, David M. Mandy
Publication date: 18 June 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-100107001
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Economic growth models (91B62)
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