The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals
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Cited in
(13)- Z-transform and identification of linear econometric models with autocorrelated errors
- The structure of simultaneous equations estimators
- Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
- Alternative tests for a first-order vector autoregressive error specification
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- FIML estimation of dynamic econometric systems from inconsistent data
- 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?)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
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