Testing Covariance Restrictions in Systems of Simultaneous Equations with Vector Autoregressive Errors (Q3813120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Covariance Restrictions in Systems of Simultaneous Equations with Vector Autoregressive Errors |
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Testing Covariance Restrictions in Systems of Simultaneous Equations with Vector Autoregressive Errors (English)
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1989
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linear simultaneous equations
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vector autoregressive process
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reduced form
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asymptotic variance covariance matrix
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estimated dispersion matrix
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