LARGE SAMPLE ESTIMATION AND TESTING PROCEDURES FOR DYNAMIC EQUATION SYSTEMS - REJOINDER

被引：5

作者：

PALM, F ^{[1
]}

ZELLNER, A ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF ECONOMETRICS | 1981年 / 17卷 / 01期

关键词：

D O I：

10.1016/0304-4076(81)90066-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：131 / 138

页数：8

共 11 条

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BOX, GEP .

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[6] LARGE SAMPLE ESTIMATION AND TESTING PROCEDURES FOR DYNAMIC EQUATION SYSTEMS - COMMENT [J].

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DARROCH, J .

JOURNAL OF ECONOMETRICS, 1981, 17 (01) :127-130

[7]

NELSON CR, 1976, J ECONOMETRICS, V4, P331

[8] LARGE SAMPLE ESTIMATION AND TESTING PROCEDURES FOR DYNAMIC EQUATION SYSTEMS [J].

PALM, F ;

ZELLNER, A .

JOURNAL OF ECONOMETRICS, 1980, 12 (03) :251-283

[9]

REINSEL G, 1979, J ECONOMETRICS, V9, P263

[10] FACTORIZATION OF COVARIANCE GENERATING FUNCTION OF A PURE MOVING AVERAGE PROCESS [J].

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SIAM JOURNAL ON NUMERICAL ANALYSIS, 1969, 6 (01) :1-&

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