AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
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Publication:1141447
DOI10.1016/0304-4076(80)90054-8zbMath0437.62108MaRDI QIDQ1141447
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90054-8
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
65Y99: Computer aspects of numerical algorithms
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