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 2007 - 2007 - 49 - 81 V. 10 Issue. 1


Econometrics

Structural vector autoregressions;Nonstationary time series;Cointegration;Hypothesis testing;Two and three stsge least squares

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