Hostname: page-component-7f64f4797f-7vssv Total loading time: 0 Render date: 2025-11-03T15:27:38.268Z Has data issue: false hasContentIssue false
  • English
  • Français

Efficient Estimation with Serial Correlation and Lagged Dependent Variables

Published online by Cambridge University Press:  18 October 2010

Whitney K. Newey
Whitney K. Newey*
Affiliation:
Princeton University.
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Information

Type
Other
Information
Econometric Theory , Volume 4 , Issue 2 , August 1988 , pp. 355 - 356
Copyright
Copyright © Cambridge University Press 1988 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

REFERENCE

1. Hatanaka, M. An efficient two-step estimator for the dynamic adjustment model with autoregressive errors. Journal of Econometrics 2 (1974): 199–220.10.1016/0304-4076(74)90001-3Google Scholar