scientific article

zbMath0734.62108MaRDI QIDQ3999345

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Publication date: 17 September 1992

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zbMATH Keywords

identificationspectral estimationmissing datainstrumental variablesdynamic econometric modelsEdgeworth approximationdistribution of wealthmoving average errorsautocorrelated residualsdynamic specificationFIMLsimultaneous equations systemsperiod of productionML-estimation3SLSfinite sample distributionstesting for misspecificationdiscrete approximations to continuous time modelsrandom effects models with panel datawage-price inflation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38) Microeconomic theory (price theory and economic markets) (91B24) Collected or selected works; reprintings or translations of classics (01A75) Collections of reprinted articles (00B60)

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