Pages that link to "Item:Q1255747"

The following pages link to FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747):

Displaying 10 items.

• Reduced rank regression with autoregressive errors (Q579823) (← links)
• Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
• Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
• Comment to: Large sample estimation and testing procedures for dynamic equation systems (Q1159435) (← links)
• Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder) (Q1159436) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
• A proof of asymptotic normality for some VARX models (Q1902123) (← links)
• A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← links)
• ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING (Q4855270) (← links)