Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom
No abstract is available for this item.
|Date of creation:||1975|
|Date of revision:|
|Contact details of provider:|| Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA|
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.yale.edu/
More information through EDIRC
|Order Information:|| Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Wallis, Kenneth F, 1972. "Testing for Fourth Order Autocorrelation in Qtrly Regression Equations," Econometrica, Econometric Society, vol. 40(4), pages 617-36, July.
- ZELLNER, Arnold & PALM, Franz, .
"Time series analysis and simultaneous equation econometric models,"
CORE Discussion Papers RP
173, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.
- Ghosh, Debapriya & Parkin, Michael, 1972. "A Theoretical and Empirical Analysis of the Portfolio, Debt and Interest Rate Behaviour of Building Societies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 40(3), pages 231-44, September.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
- 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 463-71, June.
- 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 257-72, June.
- Hay, George A & Holt, Charles C, 1975. "A General Solution for Linear Decision Rules: An Optimal Dynamic Strategy Applicable under Uncertainty," Econometrica, Econometric Society, vol. 43(2), pages 231-59, March.
- Hendry, David F, 1974. "Stochastic Specification in an Aggregate Demand Model of the United Kingdom," Econometrica, Econometric Society, vol. 42(3), pages 559-78, May.
When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:398. 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: (Matthew C. Regan)
If references are entirely missing, you can add them using this form.