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

Lignende værker

• Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process.
  af: Hendry, D
  Udgivet: (1971)
• Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction.
  af: Hendry, D
  Udgivet: (1974)
• The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
  af: Hendry, D, et al.
  Udgivet: (1977)
• Maximum-Likelihood Estimation in a Special Integer Autoregressive Model
  af: Robert C. Jung, et al.
  Udgivet: (2020-06-01)
• AUTOREG: A Computer Program Library for Dynamic Econometric Models with Autoregressive Errors.
  af: Hendry, D, et al.
  Udgivet: (2011)