The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables

DOI10.2307/2525950MaRDI QIDQ4147517zbMATH OpenOpenAlexFDO

Authors Antoni Espasa, Denis Sargan

Publication date 1977

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/3126, http://hdl.handle.net/10016/3333

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20)

Cited in

(4)

• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
• Testing for a unit root by frequency domain regression
• LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993
• Denis Sargan: some perspectives

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