Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
type: Item
instance of: scholarly article
title: Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
zbMATH Open document ID: 0962.62087
DOI: 10.1016/S0304-4076(97)00094-8
author: Darrell A. Turkington
published in: Journal of Econometrics
publication date: 2001-06-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1326112
zbMATH Keywords: vector autoregressive disturbances
zbMATH Keywords: asymptotic efficiency
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1326112