scientific article; zbMATH DE number 4028703

MaRDI QIDQ3769830zbMATH OpenFDO

Authors Roy J. Epstein

Publication date 1987

zbMATH Keywords

partial least squaresexogeneityvector autoregressionsstructural estimationrecursive modelrational expectations theorysoft modelingAmerican developmentsEnglish econometricshistory of econometricsSwedish schooltime-series methodology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) History of mathematics in the 20th century (01A60) History of statistics (62-03) Development of contemporary mathematics (01A65)

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• The Diffusion of Hausman's Econometric Ideas

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