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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Autors principals: Hendry, D, Doornik, J
Format: Journal article
Idioma:English
Publicat: 1994