Large sample estimation and testing procedures for dynamic equation systems
type: Item
instance of: scholarly article
title: Large sample estimation and testing procedures for dynamic equation systems
zbMATH Open document ID: 0425.62074
DOI: 10.1016/0304-4076(80)90056-1
author: S. H. Smith
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
full work available at URL: http://hdl.handle.net/1871/11748
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3662432
zbMATH Keywords: large sample estimation
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: multivariate dynamic model
zbMATH Keywords: normally distributed vector-moving average errors
MaRDI profile type: Publication
OpenAlex ID: W2244129212
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description: scientific article; zbMATH DE number 3662432