Efficient Estimation of a Dynamic Error-Shock Model
收藏NBER1976-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0157
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资源简介：
This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors. The conditions under which the parameters are identified are stated. An asymptotically
提供机构：
美国国家经济研究局
创建时间：
1976-11-01
