The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors

A-Tier
Journal: Journal of Econometrics
Year: 1979
Volume: 9
Issue: 3
Pages: 295-314

Authors (1)

Hendry, David F. (Rimini Centre for Economic Ana...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:9:y:1979:i:3:p:295-314
Journal Field
Econometrics
Author Count
1
Added to Database
2026-02-02