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An instrumental variables interpretation of linear systems theory estimation

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  • Havenner, Arthur
  • Aoki, Masanao

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  • Havenner, Arthur & Aoki, Masanao, 1988. "An instrumental variables interpretation of linear systems theory estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 49-54, March.
    • Handle: RePEc:eee:dyncon:v:12:y:1988:i:1:p:49-54
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    Cited by:

    1. Foster, Kenneth A. & Havenner, Arthur M., 1999. "Cointegration And Settlement Of Commodity Futures Contracts," Macroeconomic Dynamics, Cambridge University Press, vol. 3(2), pages 226-242, June.
    2. Anderson, Heather M. & Vahid, Farshid, 2007. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 76-90, January.
    3. Masanao Aoki, 1989. "Instrumental variable estimators for state space models," Discussion Paper / Institute for Empirical Macroeconomics 19, Federal Reserve Bank of Minneapolis.
    4. Havenner, Arthur & Zhiqiang Leng, 1996. "Improved estimates of the parameters of state space time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(5), pages 767-789, May.
    5. Dorfman, Jeffrey H. & Havenner, Arthur M., 1992. "A Bayesian approach to state space multivariate time series modeling," Journal of Econometrics, Elsevier, vol. 52(3), pages 315-346, June.
    6. Masanao Aoki, 1991. "Two Complementary Representations of Multiple Time Series in State Space Innovation Forms," UCLA Economics Working Papers 628, UCLA Department of Economics.
    7. Criddle, Keith R. & Havenner, Arthur M., 1989. "An Encompassing Approach To Modeling Fishery Dynamics," Working Papers 225824, University of California, Davis, Department of Agricultural and Resource Economics.

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