Comment to: Large sample estimation and testing procedures for dynamic equation systems

DOI10.1016/0304-4076(81)90065-8zbMath0475.62087OpenAlexW1964223759MaRDI QIDQ1159435

S. H. Smith

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90065-8

zbMATH Keywords

transfer functions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Consistent estimation of equations with composite moving average disturbance terms ⋮ Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder)

Cites Work

• Unnamed Item
• Large sample estimation and testing procedures for dynamic equation systems
• On the structure of moving average processes
• FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

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