ESTIMATION OF SIMULTANEOUS EQUATION MODELS WITH LAGGED ENDOGENOUS VARIABLES AND FIRST ORDER SERIALLY CORRELATED ERRORS

被引：236

作者：

FAIR, RC

机构：

来源：

ECONOMETRICA | 1970年 / 38卷 / 03期

关键词：

D O I：

10.2307/1909556

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：507 / &

相关论文

共 9 条

[1] SPECIFICATION ANALYSIS IN ESTIMATION OF PARAMETERS OF A SIMULTANEOUS EQUATION MODEL WITH AUTOREGRESSIVE RESIDUALS [J].

AMEMIYA, T .

ECONOMETRICA, 1966, 34 (02) :283-&

[2]

Christ C. F., 1966, ECONOMETRIC MODELS M

[3]

COOPER JR, NOTES USE PROCEDURES

[4] THE CHOICE OF INSTRUMENTAL VARIABLES IN THE ESTIMATION OF ECONOMY-WIDE ECONOMETRIC-MODELS [J].

FISHER, FM .

INTERNATIONAL ECONOMIC REVIEW, 1965, 6 (03) :245-274

[5]

Goldberger A. S., 1964, ECONOMETRIC THEORY

[6]

MALINVAUD E, 1966, STATISTICAL METHODS

[7] THE BIAS AND MOMENT MATRIX OF THE GENERAL KAPPA-CLASS ESTIMATORS OF THE PARAMETERS IN SIMULTANEOUS-EQUATIONS [J].

NAGAR, AL .

ECONOMETRICA, 1959, 27 (04) :575-595

[8] THE MAXIMUM-LIKELIHOOD ESTIMATION OF ECONOMIC RELATIONSHIPS WITH AUTOREGRESSIVE RESIDUALS [J].

SARGAN, JD .

ECONOMETRICA, 1961, 29 (03) :414-426

[9]

THEIL H, 1965, ECONOMIC FORECASTS P