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Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period

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  • Kohli, U

Abstract

This paper proposes a consistent estimation method for regression equations with a left-hand variable that is endogenous for some observations, and exogenous for others. This method is applied to the estimation of a demand-for-money function for Switzerland over a time interval which includes periods of monetary control; that is periods when the quantity of money can best be viewed as exogenous. Copyright 1989 by John Wiley & Sons, Ltd.

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  • Kohli, U, 1989. "Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(3), pages 283-293, July-Sept.
    • Handle: RePEc:jae:japmet:v:4:y:1989:i:3:p:283-93
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    Cited by:

    1. Petra Gerlach-Kristen, 2001. "The Demand for Money in Switzerland 1936-1995," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 137(IV), pages 535-554, December.
    2. Carol Dole & David Denslow & Mark Rush, 2000. "The link between output and contracts under hyperinflation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 140-149, June.

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