On Specification in Simultaneous Equation Models
In: Evaluation of Econometric Models
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- Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
- R. W. Farebrother, 1974. "The Graph of a k-class Estimator," Review of Economic Studies, Oxford University Press, vol. 41(4), pages 533-538.
- Dent, Warren, 1976. "Information and computation in simultaneous equations estimation," Journal of Econometrics, Elsevier, vol. 4(1), pages 89-95, February.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
- Warren T. Dent, 1977. "On Numerical Computation in Simultaneous Equation Systems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 1, pages 123-125 National Bureau of Economic Research, Inc.
- Geweke, John, 1978. "Testing the exogeneity specification in the complete dynamic simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(2), pages 163-185, June.
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