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18 September 1992
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stochastic difference equations
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ARIMA time series models
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least squares
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seemingly unrelated regressions
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maximum likelihood
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asymptotic properties
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scoring
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Gauß-Newton iterative algorithm
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two step estimators
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likelihood ratio test
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Wald test
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Lagrange multiplier test
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tests of misspecification
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transfer function models
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model specification
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simultaneous equation models
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instrumental variables estimators
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