A comparison of alternative instrumental variables estimators of a dynamic linear model

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 281-293

  West, Kenneth D ^a   Wilcox, David W ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

Asymptotic approximation; Efficient estimation; Optimal estimation; Simulation; Test statistics

Indexed keywords

EID: 0030551837     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524657     Document Type: Article

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