The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 9 (1979)
Issue (Month): 3 (February)
Pages: 295-314
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Web page: http://www.elsevier.com/locate/jeconom
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Vadim Marmer & Taisuke Otsu, 2009.
"Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit,"
Cowles Foundation Discussion Papers
1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Marmer, Vadim & Otsu, Taisuke, 2012. "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
- Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Micro Theory Working Papers vadim_marmer-2008-13, Microeconomics.ca Website, revised 25 Jul 2011.
- Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics, in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976 Elsevier.
- David Hendry, 2011.
"Empirical Economic Model Discovery and Theory Evaluation,"
Economics Series Working Papers
529, University of Oxford, Department of Economics.
- David F. Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(46), October.
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