AUTOREG: A computer program library for dynamic econometric models with autoregressive errors

DOI10.1016/0304-4076(80)90054-8zbMath0437.62108OpenAlexW2115364398MaRDI QIDQ1141447

Frank Srba, David F. Hendry

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90054-8

zbMATH Keywords

dynamic econometric modelsautoregressive errorsAUTOREGcomputer program library

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Computer aspects of numerical algorithms (65Y99)

Related Items (1)

A reply to Professors Maasoumi and Phillips

Cites Work

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• Missing Data in Econometric Estimation

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