Hostname: page-component-78c5997874-fbnjt Total loading time: 0 Render date: 2024-11-09T06:06:18.707Z Has data issue: false hasContentIssue false
  • English
  • Français

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1)

Published online by Cambridge University Press:  11 February 2009

Juan J. Dolado
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 6 , Issue 1 , March 1990 , pp. 117 - 119
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Hansen, L.P.Large sample properties of the generalized method of moments estimators. Econometrica 50 (1982): 1029–1054.CrossRefGoogle Scholar
2.Brockwell, P.J. & Davies, R.A. (1987), Time Series Theory and Methods, New York. Springer Verlag.CrossRefGoogle Scholar
3.Sargan, J.D. (1958), “The Estimation of Economic Relationships Using Instrumental Variables” Econometrica, 26, 393–415.CrossRefGoogle Scholar