Instrumental variables regressions involving seasonal data |
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Authors: | David EA Giles |
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Institution: | Monash University, Clayton, Victoria 3168, Australia |
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Abstract: | Various approaches to handling seasonal data are known to be equivalent in the context of least squares estimation of a fixed-regressor linear model. This note extends these results to models which have stochastic regressors and are estimated by the method of Instrumental Variables. |
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