Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Year of publication: |
1979
|
---|---|
Authors: | Beach, Charles M. ; MacKinnon, James G. |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 20.1979, 2, p. 459-464
|
Subject: | Ökonometrik Schätzung |
-
Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W., (1982)
-
Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
-
The asymptotic power of Cox's test of separate parametric families
Pesaran, Hashem, (1982)
- More ...
-
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
Beach, Charles M., (1976)
-
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
Beach, Charles M., (1977)
-
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
Beach, Charles M., (1977)
- More ...