NEARLY EFFICIENT ESTIMATION OF TIME-SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS

被引：113

作者：

HAYASHI, F

SIMS, C

机构：

[1] UNIV TSUKUBA,SAKURA,IBARAKI 30031,JAPAN

[2] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

[3] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

ECONOMETRICA | 1983年 / 51卷 / 03期

关键词：

D O I：

10.2307/1912158

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：783 / 798

页数：16

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[8] FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J].

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