Pages that link to "Item:Q1227431"
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The following pages link to Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances (Q1227431):
Displayed 11 items.
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances (Q579812) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← 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)
- (Q4212968) (← links)
- OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS (Q4471135) (← links)