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Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors

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  • Phoebus J. Dhrymes

    (UCLA)

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  • Phoebus J. Dhrymes, 1971. "Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors," UCLA Economics Working Papers 008, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:008
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    References listed on IDEAS

    as
    1. Hendry, David F, 1974. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 260-260, February.
    2. Phoebus J. Dhrymes, 1971. "Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators," UCLA Economics Working Papers 007, UCLA Department of Economics.
    3. Fair, Ray C, 1970. "The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors," Econometrica, Econometric Society, vol. 38(3), pages 507-516, May.
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