ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS

[1] AMEMIYA T, 1967, 4 STANF U I MATH STU

[2] REPEATED MEASUREMENTS ON AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (362) : 371 - 378

[3] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[4] ANDERSON TW, 1980, 313 STANF U I MATH S

[5] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[6] BERZEG K, 1979, J ECONOMETRICS, V10, P99

[7] Chamberlain G., 1979, 691 HARV U HARV I EC

[8] FOUTZ RV, 1977, J AM STATISTICAL ASS, V71, P147

[9] SOME PROPERTIES OF A MODIFICATION OF LIMITED INFORMATION ESTIMATOR [J]. ECONOMETRICA, 1977, 45 (04) : 939 - 953

[10] Lee L.F., 1979, 79118 U MINN CTR EC

[1] AMEMIYA T, 1967, 4 STANF U I MATH STU

[2] REPEATED MEASUREMENTS ON AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (362) : 371 - 378

[3] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[4] ANDERSON TW, 1980, 313 STANF U I MATH S

[5] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[6] BERZEG K, 1979, J ECONOMETRICS, V10, P99

[7] Chamberlain G., 1979, 691 HARV U HARV I EC

[8] FOUTZ RV, 1977, J AM STATISTICAL ASS, V71, P147

[9] SOME PROPERTIES OF A MODIFICATION OF LIMITED INFORMATION ESTIMATOR [J]. ECONOMETRICA, 1977, 45 (04) : 939 - 953

[10] Lee L.F., 1979, 79118 U MINN CTR EC