AUTOREG: A computer program library for dynamic econometric models with autoregressive errors

DOI10.1016/0304-4076(80)90054-8zbMath0437.62108MaRDI QIDQ1141447

David F. Hendry, Frank Srba

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90054-8

zbMATH Keywords

dynamic econometric models; autoregressive errors; AUTOREG; computer program library

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

65C99: Probabilistic methods, stochastic differential equations

65Y99: Computer aspects of numerical algorithms

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