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Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process

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Author Info
Hendry, D F

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Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 12 (1971)
Issue (Month): 2 (June)
Pages: 257-72
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Handle: RePEc:ier:iecrev:v:12:y:1971:i:2:p:257-72

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  1. Geoffrey M. Heal, 1975. "The Influence of Interest Rates on Resource Prices," Cowles Foundation Discussion Papers 407, Cowles Foundation, Yale University. [Downloadable!]
  2. Gunnar BÄrdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002. [Downloadable!]
    Other versions:
  3. Phoebus J. Dhrymes, 1971. "Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors," UCLA Economics Working Papers 008, UCLA Department of Economics. [Downloadable!]
  4. Fisher, B.S., 1979. "The Demand For Meat - An Example Of An Incomplete Commodity Demand System," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 23(03), December. [Downloadable!]
  5. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation, Yale University. [Downloadable!]
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