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Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments

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Hayashi, Fumio
Sims, Christopher A

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 3 (May)
Pages: 783-98
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:3:p:783-98

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  3. Orazio P. Attanasio & Guglielmo Weber, 1994. "Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey," NBER Working Papers 4795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Funke, Michael, 2005. "Inflation in mainland China – modelling a roller coaster ride," BOFIT Discussion Papers 6/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  6. Joachim Zietz & Ghassem Homaifar, 1994. "Exchange rate uncertainty and the efficiency of the forward market for foreign exchange," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(3), pages 461-475, September. [Downloadable!] (restricted)
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  8. Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers 0054, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. David Demery & Nigel W. Duck, 2000. "Incomplete information and the time series behaviour of consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 355-366. [Downloadable!]
  10. Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Robert J. Shiller, 1985. "Conventional Valuation and the Term Structure of Interest Rates," NBER Working Papers 1610, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Mario Padula, 1999. "Euler Equations and Durable Goods," CSEF Working Papers 30, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy. [Downloadable!]
  13. Charles GRANT, 2003. "Evidence on the Effect of US Consumer Bankruptcy Exemptions," Economics Working Papers ECO2003/19, European University Institute. [Downloadable!]
  14. Manuel Arellano, 1992. "On exogeneity and identifiability," Investigaciones Economicas, Fundación SEPI, vol. 16(3), pages 401-409, September. [Downloadable!]
  15. Ray C. Fair, 1990. "The Production Smoothing Model is Alive and Well," NBER Working Papers 2877, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation, Yale University. [Downloadable!]
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  17. Yochanan Shachmurove, . ""The Premium in Black Dollar Markets''," CARESS Working Papres 97-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
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  18. Mark Cassidy & Eric Strobl & Robert Thornton, 2002. "Gender Pay Differentials and Equality Legislation in the Republic of Ireland," Canadian Public Policy, University of Toronto Press, vol. 28(s1), pages 149-169, May. [Downloadable!] (restricted)
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