The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 9 (1979)
Issue (Month): 3 (February)
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Web page: http://www.elsevier.com/locate/jeconom
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"Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit,"
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- 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.
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