SPECTRAL ESTIMATION OF SIMULTANEOUS EQUATION SYSTEMS WITH LAGGED ENDOGENOUS VARIABLES

被引：7

作者：

ESPASA, A

SARGAN, JD

机构：

[1] BANCO ESPANA,MADRID,SPAIN

[2] UNIV LONDON,LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND

来源：

关键词：

D O I：

10.2307/2525950

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：583 / 605

页数：23

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[3]

ESPASA A, 1974, EUROPEAN M ECONOMETR

HANNAN, EJ .

[5] MULTIPLE EQUATION SYSTEMS WITH STATIONARY ERRORS [J].

HANNAN, EJ ;

TERRELL, RD .

HANNAN, EJ ;

NICHOLLS, DF .

[7]

Hannan J., 2013, TECH NOTE, V43153

[8]

HENDRY DF, 1972, USERS MANUAL FIML FU

[9]

HENDRY DF, 1972, USERS MANUAL ARFIML

[10]

NICHOLLS DF, UNPUBLISHED PAPER