Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances

DOI10.2307/1911336MaRDI QIDQ4072659zbMATH OpenOpenAlexFDO

Authors Ernst R. Berndt, N. Eugene Savin

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/f3cb0bb12c6d07202de671db2ed7be01e1ced3a8

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(28)

• A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system
• Stochastic specification and estimation of share equation systems
• Autocorrelation specification in singular equation systems: A further look
• Economic monetary aggregates. An application of index number and aggregation theory
• The structure of simultaneous equations estimators. A comment
• Testing the exogeneity specification in the complete dynamic simultaneous equation model
• Single-equation estimators and aggregation restrictions when equations have the same sets of regressors
• Pitfalls in testing for long run relationships
• Parsimonious autocorrelation corrections for singular demand systems
• Restrictions on variables
• Restrictions on the autoregressive parameters of share systems with spatial dependence
• Specification issues and confidence intervals in unilateral price effects analysis
• Empirical implementation of ex ante cost functions
• First-order serial correlation in seemingly unrelated regressions
• The dynamic factor demand model revisited: the identification problem remains
• Retail sweep programs and monetary asset substitution
• Functional monetary aggregates, monetary policy, and business cycles
• Consumer preferences and demand systems
• A test of restrictions in a dynamic singular demand system: An application to the import of intermediate goods in West Germany
• Share equations in econometrics: A story of repression, trustration and dead ends
• Testing autocorrelation in a system perspective testing autocorrelation
• FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS
• A variant on the argument for the invariance of estimators in a singular system of equations
• Autocorrelation specification in singular equation systems
• Autocorrelation specification in singular equation systems
• On the identification problem in testing the dynamic specification of factor-demand equations
• Limiting spectral distributions of random matrices having equi-correlated normal structure
• Are green, climate-change and corporate bonds substitutes or complements? Evidence from a Fourier specification

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