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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, D F, 1971. "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(2), pages 257-272, June.
    2. 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.
    3. 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.
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