Econometric analysis of small linear systems using PC-FIML

Author:

Hendry David F.,Neale Adrian J.,Srba Frank

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference37 articles.

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2. Efficient estimation of simultaneous equations by instrumental variables;Brundy;Review of Economics and Statistics,1971

3. A note on the variance of ex post forecasts in econometric models;Calzolari;Econometrica,1981

4. Forecast variance in dynamic simulation of simultaneous equation models;Calzolari;Econometrica,1987

5. Econometric evaluation of linear macro-economic models;Chong;Review of Economic Studies,1986

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