Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder)
type: Item
instance of: scholarly article
title: Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder)
zbMATH Open document ID: 0475.62088
DOI: 10.1016/0304-4076(81)90066-X
author: S. H. Smith
published in: Journal of Econometrics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3746306
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: two-step estimator
zbMATH Keywords: transfer function
zbMATH Keywords: consistent initial estimates
MaRDI profile type: Publication
cites work: Q5612941
cites work: The estimation of ARMA models
cites work: Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series
cites work: Comment to: Large sample estimation and testing procedures for dynamic equation systems
cites work: Gains in efficiency from joint estimation of systems of autoregressive- moving average processes
cites work: Large sample estimation and testing procedures for dynamic equation systems
cites work: FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
cites work: Factorization of the Covariance Generating Function of a Pure Moving Average Process
cites work: Time series analysis and simultaneous equation econometric models
description: scientific article; zbMATH DE number 3746306