Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- 1 May 1983
- journal article
- Published by JSTOR in Econometrica
- Vol. 51 (3) , 783
- https://doi.org/10.2307/1912158
Abstract
Particularly under the assumption of rational expectations, a model may have serially correlated errors and those errors may be uncorrelated with contemporaneou...Keywords
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