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

Detalles Bibliográficos
Autor principal:	Hendry, David F.
Formato:	Libro
Lenguaje:	English
Publicado:	Canberra Faculty of Economics and Research School of Social Sciences, The Australian National University 1976.
Colección:	Working papers / The Australian National University, Faculty of Economics and Research School of Social Sciences no.38
Materias:	Autocorrelation (Statistics) > Econometric models.