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02.6.2. Autoregression and Redundant Instruments—Solution

Published online by Cambridge University Press:  01 December 2003

Stanislav Anatolyev
Stanislav Anatolyev
Affiliation:
New Economic School, Moscow
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Extract

Autoregression and redundant instruments—solution.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 6 , December 2003 , pp. 1197 - 1198
Copyright
© 2003 Cambridge University Press

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References

REFERENCE

West, K.D. (2001) On optimal instrumental variables estimation of stationary time series models. International Economic Review 42, 1043–1050.Google Scholar
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