An instrumental variables interpretation of linear systems theory estimation
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- Havenner, Arthur & Zhiqiang Leng, 1996. "Improved estimates of the parameters of state space time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 767-789, May.
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"Cointegration And Settlement Of Commodity Futures Contracts,"
Cambridge University Press, vol. 3(02), pages 226-242, June.
- Foster, Kenneth A. & Havenner, Arthur M., 1992. "Cointegration And Settlement Of Commodity Futures Contracts," Working Papers 225874, University of California, Davis, Department of Agricultural and Resource Economics.
- Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
- Anderson, Heather M. & Vahid, Farshid, 2007.
"Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 25, pages 76-90, January.
- Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics 2005-451, Australian National University, College of Business and Economics, School of Economics.
- Masanao Aoki, 1991. "Two Complementary Representations of Multiple Time Series in State Space Innovation Forms," UCLA Economics Working Papers 628, UCLA Department of Economics.
- Criddle, Keith R. & Havenner, Arthur M., 1989. "An Encompassing Approach To Modeling Fishery Dynamics," Working Papers 225824, University of California, Davis, Department of Agricultural and Resource Economics.
- Masanao Aoki, 1989. "Instrumental variable estimators for state space models," Discussion Paper / Institute for Empirical Macroeconomics 19, Federal Reserve Bank of Minneapolis.
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