Optimal instrumental variables estimation for ARMA models

Author(s)
Kuersteiner, Guido M.
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Description
March 1999
Date issued
1999
URI
http://hdl.handle.net/1721.1/63928
Publisher
Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
optimalinstrumen00kuer
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 99-07
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