Dynamic Econometric Modeling Proceedings of the Third International Symposium in Economic Theory and Econometrics
Book contents
- Frontmatter
- Contents
- Editors' introduction
- List of contributors
- Part I Dynamic structural modeling
- Part II Linear time series modeling
- 8 A central-limit result for instrumental variables estimators of linear time series models
- 9 Exact and approximate distribution of the t ratio test statistic in an AR(1) model
- 10 The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control
- Part III Chaotic attractor modeling
- Part IV Applications
8 - A central-limit result for instrumental variables estimators of linear time series models
Published online by Cambridge University Press: 03 May 2010
Book contents
- Frontmatter
- Contents
- Editors' introduction
- List of contributors
- Part I Dynamic structural modeling
- Part II Linear time series modeling
- 8 A central-limit result for instrumental variables estimators of linear time series models
- 9 Exact and approximate distribution of the t ratio test statistic in an AR(1) model
- 10 The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control
- Part III Chaotic attractor modeling
- Part IV Applications
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- Dynamic Econometric ModelingProceedings of the Third International Symposium in Economic Theory and Econometrics, pp. 139 - 156Publisher: Cambridge University PressPrint publication year: 1988