On the behaviour of inconsistent instrumental variables estimators in dynamic systems with auto-correlated errors

Bibliographische Detailangaben
1. Verfasser:	Hendry, David F.
Format:	Buch
Sprache:	English
Veröffentlicht:	Canberra Faculty of Economics and Research School of Social Sciences, The Australian National University 1976.
Schriftenreihe:	Working papers / The Australian National University, Faculty of Economics and Research School of Social Sciences no.38
Schlagworte:	Autocorrelation (Statistics) > Econometric models.