The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power

Jeremy Smith and Michael McAleer

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 3, 343-346

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:3:p:343-346

DOI: 10.1016/0378-4754(95)00081-4

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