Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors

DOI10.2307/2525713zbMath0335.62071OpenAlexW2056244326MaRDI QIDQ4102650

A. R. Tremayne, David F. Hendry

Publication date: 1976

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525713

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Iterative numerical methods for linear systems (65F10)

Related Items (2)

AUTOREG: A computer program library for dynamic econometric models with autoregressive errors ⋮ FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

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