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Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors

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  • Hendry, David F
  • Tremayne, Andrew R

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  • 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 463-471, June.
    • Handle: RePEc:ier:iecrev:v:17:y:1976:i:2:p:463-71
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    Cited by:

    1. 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 for Research in Economics, Yale University.

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