Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors.

Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors.

Bibliografiske detaljer
Main Authors:	Hendry, D, Tremayne, A
Format:	Journal article
Sprog:	English
Udgivet:	1976

Lignende værker

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process.
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Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction.
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The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
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AUTOREG: A Computer Program Library for Dynamic Econometric Models with Autoregressive Errors.
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AUTOREG: A Computer Program Library for Dynamic Econometric Models with Autoregressive Errors.
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A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
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The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.
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Closed-Form Expressions to Estimate the Mean and Variance of the Total Vector Error
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The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/ Vector Autoregressive Approach
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The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/ Vector Autoregressive Approach
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The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/ Vector Autoregressive Approach
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Order determination in general vector autoregressions.
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Order determination in general vector autoregressions.
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Counterfactual reasoning with vector autoregressive models
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Maximum Likelihood Recursive Identification for the Multivariate Equation-Error Autoregressive Moving Average Systems Using the Data Filtering
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An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility
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Oracle inequalities for high dimensional vector autoregressions
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Error estimation in numerical solution of equations and systems of equations
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Error estimation in numerical solution of equations and systems of equations
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Strong Consistency Results for Least Squares Estimators in General Vector Autoregressions with Deterministic Terms.
af: Nielsen, B
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.
af: Nielsen, B
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Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models
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Test for cointegration rank in general vector autoregressions.
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Analysis of the use of vector autoregressions in economic forecasting
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