The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

DOI10.2307/1909556zbMath0203.51401OpenAlexW2113898792MaRDI QIDQ5603697

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1708856995f9a935a65e6f7e2784d80660bfd544

Related Items (14)

A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances ⋮ Estimation of SEM with GARCH errors ⋮ A comparison of estimators for undersized samples ⋮ Full-information estimates of a nonlinear macroeconometric model ⋮ Unnamed Item ⋮ The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors^† ⋮ The demand for money and non-GDP transactions ⋮ The structure of simultaneous equations estimators ⋮ Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence ⋮ A note on the power of the durbin-watson test with 2SLS ⋮ An econometric model of the petroleum industry ⋮ Two-step two-stage least squares estimation in models with rational expectations ⋮ Alternative tests for a first-order vector autoregressive error specification ⋮ Information, addiction, and `bad choices': Lessons from a century of cigarettes

This page was built for publication: The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors