Autocorrelation specification in singular equation systems

DOI10.1016/0165-1765(94)90150-3zbMath0875.62413OpenAlexW1979575576MaRDI QIDQ5894621

Daniele Moro, GianCarlo Moschini

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90150-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalues, singular values, and eigenvectors (15A18) Linear equations (linear algebraic aspects) (15A06)

Related Items (4)

Autocorrelation specification in singular equation systems: A further look ⋮ Parsimonious autocorrelation corrections for singular demand systems ⋮ An empirical investigation of the trade benefit function ⋮ Functional monetary aggregates, monetary policy, and business cycles

Cites Work

• Maximum likelihood estimation of sum-constrained linear models with insufficient observations
• Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
• Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances

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