Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period

U Kohli

Journal of Applied Econometrics, 1989, vol. 4, issue 3, 283-93

Abstract: This paper proposes a consistent estimation method for regression equations with a left-hand variable that is endogenous for some observations, and exogenous for others. This method is applied to the estimation of a demand-for-money function for Switzerland over a time interval which includes periods of monetary control; that is periods when the quantity of money can best be viewed as exogenous. Copyright 1989 by John Wiley & Sons, Ltd.

Date: 1989
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