Estimating Geweke’s (1982) Measure of Instantaneous Feedback
| Year of publication: |
2013
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|---|---|
| Authors: | Dicle, Mehmet F. ; Levendis, John |
| Publisher: |
[S.l.] : SSRN |
| Description of contents: |
This note describes the gwke82 program, which implements instantaneous feedback measure for two time series following Geweke (1982)
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| Extent: | 1 Online-Ressource (5 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Stata Journal, Vol. 13, No 1, pp. 136-140, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2012 erstellt |
| Other identifiers: | 10.2139/ssrn.1927519 [DOI] |
| Classification: | C1 - Econometric and Statistical Methods: General ; C13 - Estimation ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014177647