Limited information estimation of a structural equation with moving average disturbances

zbMath0718.62191MaRDI QIDQ2639554

Simon Power, Aman Ullah

Publication date: 1987

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

simultaneous equations modelnon-normal disturbanceslimited information two step estimatormoving average disturbances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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