Pages that link to "Item:Q5603697"
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The following pages link to The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (Q5603697):
Displayed 14 items.
- The demand for money and non-GDP transactions (Q673567) (← links)
- A comparison of estimators for undersized samples (Q1145464) (← links)
- Full-information estimates of a nonlinear macroeconometric model (Q1150990) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- An econometric model of the petroleum industry (Q1242082) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
- Alternative tests for a first-order vector autoregressive error specification (Q1844523) (← links)
- Information, addiction, and `bad choices': Lessons from a century of cigarettes (Q1852894) (← links)
- A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence (Q3350616) (← links)
- The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> (Q3805716) (← links)
- A note on the power of the durbin-watson test with 2SLS (Q4153488) (← links)
- (Q4212968) (← links)