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The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems

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  • David F. Hendry

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  • David F. Hendry, 1975. "The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems," Cowles Foundation Discussion Papers 399, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:399
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d03/d0399.pdf
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    References listed on IDEAS

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    1. Hendry, David F. & Harrison, Robin W., 1974. "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares," Journal of Econometrics, Elsevier, vol. 2(2), pages 151-174, July.
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