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st: ARIMA with endogenous covariates
From
Ayman Farahat <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: ARIMA with endogenous covariates
Date
Tue, 23 Oct 2012 11:11:48 -0700 (PDT)
Hello ;
I have a time series that i would like to model using ARMA . I also have an endogenous covariate the i can instrument for.
Is there a way to include endogenous covariates in time series model?
Thanks
Ayman
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