FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

DOI10.1016/0304-4076(79)90074-5zbMath0402.62062MaRDI QIDQ1255747

Greg Reinsel

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90074-5

zbMATH Keywords

Arma Disturbances; Dynamic Simultaneous Equations Model; Fiml Estimation; Forecasting Model of Us Economy; Newton-Raphson Procedure

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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