The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
type: Item
instance of: scholarly article
title: The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
zbMATH Open document ID: 0445.62116
DOI: 10.1016/0304-4076(79)90076-9
author: David F. Hendry
published in: Journal of Econometrics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 3696349
zbMATH Keywords: inconsistent instrumental variables estimators
zbMATH Keywords: autocorrelated errors
zbMATH Keywords: simultaneous equation model
zbMATH Keywords: mis-specification
MaRDI profile type: Publication
full work available at URL: 0304-4076(79)90076-9
OpenAlex ID: W1964102782
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description: scientific article; zbMATH DE number 3696349