Limited information estimation of a structural equation with moving average disturbances

zbMath0718.62191MaRDI QIDQ2639554

Aman Ullah, Simon Power

Publication date: 1987

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

simultaneous equations model; non-normal disturbances; limited information two step estimator; moving average disturbances

Mathematics Subject Classification ID

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

62J05: Linear regression; mixed models