On Optimal Instrumental Variables Estimation of Stationary Time Series Models
收藏NBER2000-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0249
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资源简介：
In many time series models, an infinite number of moments can be used for estimation in a large sample. I supply a technically undemanding proof of a condition for optimal instrumental variables use of such moments in a parametric model. I also illustrate application of the condition in estimation
提供机构：
美国国家经济研究局
创建时间：
2000-01-01
