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Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom Author info | Abstract | Publisher info | Download info | Related research | Statistics David F. Hendry
Gordon J. Anderson
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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number
398.
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Length: 29 pages
Date of creation: 1975Date of revision:
Handle: RePEc:cwl:cwldpp:398Contact details of provider: Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA Phone: (203) 432-3702 Fax: (203) 432-6167 Web page: http://cowles.econ.yale.edu/ More information through EDIRC
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Wallis, Kenneth F, 1972.
"Testing for Fourth Order Autocorrelation in Qtrly Regression Equations ,"
Econometrica ,
Econometric Society, vol. 40(4), pages 617-36, July.
[Downloadable!] (restricted)
Hay, George A & Holt, Charles C, 1975.
"A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty ,"
Econometrica ,
Econometric Society, vol. 43(2), pages 231-59, March.
[Downloadable!] (restricted)
Hendry, D F, 1971.
"Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(2), pages 257-72, June.
[Downloadable!] (restricted)
Hendry, David F & Tremayne, Andrew R, 1976.
"Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 463-71, June.
[Downloadable!] (restricted)
Ghosh, Debapriya & Parkin, Michael, 1972.
"A Theoretical and Empirical Analysis of the Portfolio, Debt and Interest Rate Behaviour of Building Societies ,"
The Manchester School of Economic & Social Studies ,
Blackwell Publishing, vol. 40(3), pages 231-44, September.
Zellner, Arnold & Palm, Franz, 1974.
"Time series analysis and simultaneous equation econometric models ,"
Journal of Econometrics ,
Elsevier, vol. 2(1), pages 17-54, May.
[Downloadable!] (restricted)
Granger, C. W. J. & Newbold, P., 1974.
"Spurious regressions in econometrics ,"
Journal of Econometrics ,
Elsevier, vol. 2(2), pages 111-120, July.
[Downloadable!] (restricted)
Hendry, David F, 1974.
"Stochastic Specification in an Aggregate Demand Model of the United Kingdom ,"
Econometrica ,
Econometric Society, vol. 42(3), pages 559-78, May.
[Downloadable!] (restricted)
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Lafrance, R., 1982.
"Evaluation de L'hypothese de la Moyenne-Variance: une Application au Portefeuille des Banques Canadiennes ,"
Cahiers de recherche
8219, Universite de Montreal, Departement de sciences economiques.
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