Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances

DOI10.2307/1911336zbMath0313.62045OpenAlexW1969983212MaRDI QIDQ4072659

Ernst R. Berndt, N. Eugene Savin

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f3cb0bb12c6d07202de671db2ed7be01e1ced3a8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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