Autocorrelation specification in singular equation systems
From MaRDI portal
Publication:5906664
DOI10.1016/0165-1765(94)90150-3zbMath0807.62097OpenAlexW1979575576MaRDI QIDQ5906664
Daniele Moro, GianCarlo Moschini
Publication date: 12 January 1995
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)90150-3
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Maximum likelihood estimation of sum-constrained linear models with insufficient observations
- Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
- Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
- Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
This page was built for publication: Autocorrelation specification in singular equation systems