scientific article

zbMath0668.62075MaRDI QIDQ3994921

Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationheteroscedasticityrational expectationsupdatingpoint estimationpredictionsautocorrelationfull-information estimationexercisesprior informationmulticollinearitysimultaneous equations modelsmodel specificationhypotheses testingprobit modelsunobservable variableslagged dependent variablesTobit modelsstochastic regressorsdistributed lagsdisequilibrium econometric modelscensored dependent variablesdynamic simultaneous equations modelsvarying parameter modelscross-section time-series modelsnonlinear statistical modelsordinary and generalized least squares theorypretest and Stein-rule estimatorsreduced form estimationvector autoregressive error processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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