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Large sample estimation and testing procedures for dynamic equation systems - MaRDI portal

Large sample estimation and testing procedures for dynamic equation systems (Q1135604)

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scientific article; zbMATH DE number 3662432
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Large sample estimation and testing procedures for dynamic equation systems
scientific article; zbMATH DE number 3662432

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    Large sample estimation and testing procedures for dynamic equation systems (English)
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    1980
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    large sample estimation
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    maximum likelihood estimator
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    multivariate dynamic model
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    normally distributed vector-moving average errors
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