On estimation of an econometric model of short-run bank behaviour

DOI10.1016/0304-4076(73)90008-0zbMath0276.90011OpenAlexW2071405317MaRDI QIDQ1393346

Dennis J. Aigner

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90008-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

Related Items (1)

Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system

Cites Work

• Unnamed Item
• Unnamed Item
• A Complete Scheme for Computing All Direct and Cross Demand Elasticities in a Model with Many Sectors
• Consumer Demand Functions under Conditions of Almost Additive Preferences
• The Treatment of Linear Restrictions in Regression Analysis
• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
• The Bayesian estimation of common parameters from several responses
• Estimating Demand Equations
• Estimation and Inference for Linear Models in Which Subsets of the Dependent Variable are Constrained
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• A Minimum-Distance Interpretation of Limited-Information Estimation
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: On estimation of an econometric model of short-run bank behaviour