Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models
- 30 September 1974
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 2 (3), 247-259
- https://doi.org/10.1016/0304-4076(74)90004-9
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This publication has 3 references indexed in Scilit:
- Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares EstimatorsEconometrica, 1973
- The central limit theorem for dependent random variablesDuke Mathematical Journal, 1948
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943