The Final Form of Econometric Equation Systems

DOI10.2307/1401895MaRDI QIDQ3846698zbMATH OpenOpenAlexFDO

Authors Henri Theil, J. C. G. Boot

Publication date 1962

Published in Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1401895

zbMATH Keywords

applications of probability theory and statistics

Cited in

(8)

• Further experience in Bayesian analysis using Monte Carlo integration
• Polynomial operators and the asymptotic distribution of dynamic multipliers
• Testing unstable econometric models for stability. An empirical study
• Determining the final form of a linear dynamic econometric model
• Time series analysis and simultaneous equation econometric models
• POWERS OF A COMPANION MATRIX
• A minimal canonical form realization for a multivariable econometric system
• STRUCTURAL INTEGRITY AND SAMPLE PERIOD OF MACRO‐ECONOMETRIC MODELS: A CASE STUDY

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