A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
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资源简介：
Using a dynamic linear equation that has a conditionally homoskedastic moving average disturbance, we compare two parameterizations of a commonly used instrumental variables estimator (Hansen (1982)) to one that is asymptotically optimal in a class of estimators that includes the conventional one
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美国国家经济研究局创建时间：
1995-03-01
