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Statistical Inference in Instrumental Variables Regression with I(1) Processes

Statistical Inference in Instrumental Variables Regression with I(1) Processes is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Peter C.B. Phillips, Bruce E. Hansen; Journal / source: The Review of Economic Studies; Year: 1990.

AuthorsPeter C.B. Phillips, Bruce E. Hansen
Journal / sourceThe Review of Economic Studies
Year1990
FieldStatistical Methods and Inference
Times cited4763
Typearticle
DOI / linkhttps://doi.org/10.2307/2297545

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