Two New Zealand pioneer econometricians
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
References listed on IDEAS
- Phillips, Peter C B, 1985.
"The Exact Distribution of LIML: II,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.
- Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.
- Hodrick, Robert J & Prescott, Edward C, 1997.
"Postwar U.S. Business Cycles: An Empirical Investigation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 29(1), pages 1-16, February.
- Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Bergstrom,Albert Rex & Nowman,Khalid Ben, 2012.
"A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends,"
Cambridge University Press, number 9781107411234, November.
- Bergstrom,Albert Rex & Nowman,Khalid Ben, 2007. "A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends," Cambridge Books, Cambridge University Press, number 9780521875493, December.
- Phillips, Peter C. B., 1988. "The Et Interview: Professor Albert Rex Bergstrom," Econometric Theory, Cambridge University Press, vol. 4(02), pages 301-327, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
More about this item
KeywordsAitken; Cramer Rao bound; HP filter; minimum variance unbiased estimation; projection; GLS; Bergstrom; continuous time; exact distribution; LIML; UK economy; pioneers of econometrics;
- B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
- C00 - Mathematical and Quantitative Methods - - General - - - General
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:nzecpp:v:44:y:2010:i:1:p:1-26. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://www.tandfonline.com/RNZP20 .