INSTRUMENTAL VARIABLES ESTIMATION OF DYNAMIC SIMULTANEOUS SYSTEMS WITH ARMA ERRORS

被引:5
|
作者
CAMPOS, J
机构
来源
REVIEW OF ECONOMIC STUDIES | 1986年 / 53卷 / 01期
关键词
D O I
10.2307/2297596
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:125 / 138
页数:14
相关论文
共 50 条
  • [41] Adaptive estimation of cointegrating regressions with ARMA errors
    Department of Economics, University of Rochester, Rochester, NY 14627-0156, United States
    [J]. J Econom, 2 (231-267):
  • [42] Adaptive estimation of cointegrating regressions with ARMA errors
    Hodgson, DJ
    [J]. JOURNAL OF ECONOMETRICS, 1998, 85 (02) : 231 - 267
  • [43] Errors-in-variables identification in dynamic networks - Consistency results for an instrumental variable approach
    Dankers, Arne
    Van den Hof, Paul M. J.
    Bombois, Xavier
    Heuberger, Peter S. C.
    [J]. AUTOMATICA, 2015, 62 : 39 - 50
  • [44] On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    Swamy, P. A. V. B.
    Tavlas, George S.
    Hall, Stephen G.
    [J]. ECONOMETRICS, 2015, 3 (01): : 55 - 64
  • [45] Errors-in-variables modeling: An instrumental approach
    Stoica, P
    Sorelius, J
    Cedervall, M
    Soderstrom, T
    [J]. RECENT ADVANCES IN TOTAL LEAST SQUARES TECHNIQUES AND ERRORS-IN-VARIABLES MODELING, 1997, : 329 - 340
  • [46] Identification of Errors-in-Variables Systems with General Nonlinear Output Observations and with ARMA Observation Noises
    SONG Qijiang
    HUANG Zhiyong
    [J]. Journal of Systems Science & Complexity, 2020, 33 (01) : 1 - 14
  • [47] Identification of Errors-in-Variables Systems with General Nonlinear Output Observations and with ARMA Observation Noises
    Qijiang Song
    Zhiyong Huang
    [J]. Journal of Systems Science and Complexity, 2020, 33 : 1 - 14
  • [48] Identification of Errors-in-Variables Systems with General Nonlinear Output Observations and with ARMA Observation Noises
    Song, Qijiang
    Huang, Zhiyong
    [J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 33 (01) : 1 - 14
  • [49] ARX Model Estimation of Multivariable Errors-in-Variables Systems
    Liu, Xin
    Zhu, Yucai
    [J]. IFAC PAPERSONLINE, 2018, 51 (15): : 874 - 879
  • [50] A Method of ARX Model Estimation of Errors-in-Variables Systems
    Liu, Xin
    Zhu, Yucai
    [J]. IFAC PAPERSONLINE, 2015, 48 (28): : 302 - 306