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Structural econometric modelling and time series analysis : an integrated approach

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Author Info
Palm, F.C. (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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Publisher Info
Paper provided by VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics in its series Serie Research Memoranda with number 0016.

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Date of creation: 1981
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Handle: RePEc:dgr:vuarem:1981-16

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Web page: http://www.feweb.vu.nl

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Related research
Keywords: Econometrie; Modellen; Tijdreeksen;

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.:

  1. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May. [Downloadable!] (restricted)
    Other versions:
  2. Godfrey, L G, 1976. "Testing for Serial Correlation in Dynamic Simultaneous Equation Models," Econometrica, Econometric Society, vol. 44(5), pages 1077-84, September. [Downloadable!] (restricted)
  3. Arnold Zellner, 1979. "Seasonal Analysis of Economic Time Series," NBER Books, National Bureau of Economic Research, Inc, number zell79-1.
    Other versions:
  4. Phoebus J. Dhrymes & E. Philip Howrey & Saul H. Hymans & Jan Kmenta & Edward E. Leamer & Richard E. Quanot & James B. Ramsey & Harold T. Shapiro & Victor Zarnowitz, 1972. "Criteria For Evaluation Of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 3, pages 291-325 National Bureau of Economic Research, Inc. [Downloadable!]
  5. McCallum, Bennett T, 1976. "Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates," Econometrica, Econometric Society, vol. 44(1), pages 43-52, January. [Downloadable!] (restricted)
  6. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-71, November. [Downloadable!] (restricted)
  7. 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)
  8. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November. [Downloadable!] (restricted)
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