An efficient two-step estimator for the dynamic adjustment model with autoregressive errors-Reference-Cited by-同舟云学术

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An efficient two-step estimator for the dynamic adjustment model with autoregressive errors

Published:1974-09 Issue:3 Volume:2 Page:199-220
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Hatanaka Michio

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

1. Maximum likelihood identification of Gaussian autoregressive moving average models;Akaike;Biometrika,1973

2. A comparative study of alternative estimators in a distributed lag model;Amemiya;Econometrica,1967

3. The statistical analysis of time series;Anderson,1970

4. On the asymptotic properties of the maximum likelihood estimate obtained from dependent observations;Bar-Sharlom;Journal of Royal Statistical Society,1970

5. Time series analysis, forecasting and control;Box,1970

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