Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1)
- 1 March 1990
- journal article
- solutions
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 6 (1) , 117-119
- https://doi.org/10.1017/s0266466600005016
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Time Series: Theory and MethodsPublished by Springer Nature ,1987
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- The Estimation of Economic Relationships using Instrumental VariablesEconometrica, 1958