The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

DOI10.2307/1909556MaRDI QIDQ5603697zbMATH OpenOpenAlexFDO

Authors Ray C. Fair

Publication date 1970

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1708856995f9a935a65e6f7e2784d80660bfd544

Cited in

(14)

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• Estimation of SEM with GARCH errors
• Limited information estimator of a dynamic structural equation with autocorrelated arrors: a correction and new evidence
• A note on the power of the durbin-watson test with 2SLS
• The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors^†
• scientific article; zbMATH DE number 1208133 (Why is no real title available?)
• A comparison of estimators for undersized samples
• The structure of simultaneous equations estimators
• The demand for money and non-GDP transactions

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