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
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