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Identification and Kullback information in the GLSEM

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  • Dhrymes, Phoebus J.

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  • Dhrymes, Phoebus J., 1998. "Identification and Kullback information in the GLSEM," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 163-184.
    • Handle: RePEc:eee:econom:v:83:y:1998:i:1-2:p:163-184
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    References listed on IDEAS

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    1. Dhrymes, Phoebus J, 1973. "Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency," Econometrica, Econometric Society, vol. 41(1), pages 119-134, January.
    2. Dhrymes, Phoebus J., 1994. "Autoregressive Errors in Singular Systems of Equations," Econometric Theory, Cambridge University Press, vol. 10(2), pages 254-285, June.
    3. Dhrymes, Phoebus J., 1994. "Specification tests in simultaneous equations systems," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 45-76.
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    Cited by:

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    2. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).

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