Multiple Equation Systems with Stationary Errors
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Cited by:
- Streibel, Mariane & Harvey, Andrew, 1993. "Estimation of simultaneous equation models with stochastic trend components," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 263-287.
- Hsiao, Cheng & Robinson, P M, 1978.
"Efficient Estimation of a Dynamic Error-Shock Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
- Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc.
- Hidalgo, J., 2005. "A bootstrap causality test for covariance stationary processes," Journal of Econometrics, Elsevier, vol. 126(1), pages 115-143, May.
- Javier Hidalgo, 2003. "A Bootstrap Causality Test for Covariance Stationary Processes," STICERD - Econometrics Paper Series 462, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Palm, Franz & Zellner, Arnold, 1981.
"Large sample estimation and testing procedures for dynamic equation systems,"
Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.
- Palm, Franz & Zellner, Arnold, 1980. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 12(3), pages 251-283, April.
- Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Hidalgo, Javier, 2003. "A bootstrap causality test for covariance stationary processes," LSE Research Online Documents on Economics 6848, London School of Economics and Political Science, LSE Library.
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