IDEAS home Printed from https://ideas.repec.org/a/jae/japmet/v4y1989i3p283-93.html
   My bibliography  Save this article

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

Author

Listed:
  • Kohli, U

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.

Suggested Citation

  • Kohli, U, 1989. "Consistent Estimation When the Left-Hand Variable is Exogenous over Part of the Sample Period," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(3), pages 283-293, July-Sept.
    • Handle: RePEc:jae:japmet:v:4:y:1989:i:3:p:283-93
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0883-7252%28198907%2F198909%294%3A3%3C283%3ACEWTLV%3E2.0.CO%3B2-8&origin=bc
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Carol Dole & David Denslow & Mark Rush, 2000. "The link between output and contracts under hyperinflation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 140-149, June.
    2. Petra Gerlach-Kristen, 2001. "The Demand for Money in Switzerland 1936-1995," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 137(IV), pages 535-554, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jae:japmet:v:4:y:1989:i:3:p:283-93. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/0883-7252/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.