Pages that link to "Item:Q3868659"
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The following pages link to Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances (Q3868659):
Displayed 9 items.
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model (Q1093300) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- First-order serial correlation in seemingly unrelated regressions (Q1927408) (← links)
- Seemingly unrelated regression on the autoregressive (Ar(<i>p</i>)) singular equation system (Q4853089) (← links)
- Autocorrelation specification in singular equation systems (Q5894621) (← links)
- Autocorrelation specification in singular equation systems (Q5906664) (← links)
- On the empirical exploitation of consumers' profit functions in static analyses (Q5941381) (← links)