Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process

Cheng Hsiao and Siyan Wang ()

Journal of Econometrics, 2006, vol. 135, issue 1-2, 427-463

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(05)00170-3
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:135:y:2006:i:1-2:p:427-463

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().