Modelling Linear Dynamic Econometric Systems.

Econometric modeling of linear dynamic systems is considered in the light of new reasons for general to simple modeling of the joint data density. To offset the resulting modeling burden due to large numbers of variables, equations, and parameters, the authors consider PcFiml 8 as a modeling tool. G...

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Bibliographic Details
Main Authors: Hendry, D, Doornik, J
Format: Journal article
Language:English
Published: 1994