Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
Hsiao, Cheng and Wang, Siyan
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models J8302 2007 - 2007 - 49-81 V. 10 Issue. 1
Econometrics
Structural vector autoregressions;Nonstationary time series;Cointegration;Hypothesis testing;Two and three stage least squares;
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models J8302 2007 - 2007 - 49-81 V. 10 Issue. 1
Econometrics
Structural vector autoregressions;Nonstationary time series;Cointegration;Hypothesis testing;Two and three stage least squares;