Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
From MaRDI portal
Publication:3953060
DOI10.2307/1913396zbMath0491.62094OpenAlexW2081680931MaRDI QIDQ3953060
No author found.
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913396
Related Items (18)
Consumer preferences and demand systems ⋮ Stochastic specification in random production models of cost-minimizing firms ⋮ Full maximum likelihood estimation of dynamic demand models ⋮ Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour ⋮ Autocorrelation specification in singular equation systems: A further look ⋮ The dynamic factor demand model revisited: the identification problem remains ⋮ Share equations in econometrics: A story of repression, trustration and dead ends ⋮ Testing for weak separability and utility maximization with incomplete adjustment ⋮ Exact testing in multivariate regression ⋮ Autocorrelation specification in singular equation systems ⋮ On the identification problem in testing the dynamic specification of factor-demand equations ⋮ Autocorrelation specification in singular equation systems ⋮ FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS ⋮ Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour ⋮ Exact small-sample inference in stationary, fully regular, dynamic demand models ⋮ Pitfalls in testing for long run relationships ⋮ A test of restrictions in a dynamic singular demand system: An application to the import of intermediate goods in West Germany ⋮ A revealed preference test for weakly separable utility maximization with incomplete adjustment
This page was built for publication: Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
