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Identification and Kullback information in the GLSEM

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  • Dhrymes, Phoebus J.

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  • Dhrymes, Phoebus J., 1998. "Identification and Kullback information in the GLSEM," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 163-184.
    • Handle: RePEc:eee:econom:v:83:y:1998:i:1-2:p:163-184
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    References listed on IDEAS

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    1. Dhrymes, Phoebus J, 1973. "Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency," Econometrica, Econometric Society, vol. 41(1), pages 119-134, January.
    2. Dhrymes, Phoebus J., 1994. "Autoregressive Errors in Singular Systems of Equations," Econometric Theory, Cambridge University Press, vol. 10(2), pages 254-285, June.
    3. Dhrymes, Phoebus J., 1994. "Specification tests in simultaneous equations systems," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 45-76.
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    Cited by:

    1. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    2. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.).

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