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Shifting Matrices and Their Application to Time Series Models in Econometrics

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  • D.A. Turkington

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  • D.A. Turkington, 1998. "Shifting Matrices and Their Application to Time Series Models in Econometrics," Economics Discussion / Working Papers 98-09, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:98-09
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    References listed on IDEAS

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    1. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
    2. Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 267-280, December.
    3. Turkington, Darrell A., 1989. "Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model," Journal of Econometrics, Elsevier, vol. 42(3), pages 299-317, November.
    4. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
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