EFFICIENT ESTIMATION OF A SYSTEM OF REGRESSION EQUATIONS WHEN DISTURBANCES ARE BOTH SERIALLY AND CONTEMPORANEOUSLY CORRELATED

被引：633

作者：

PARKS, RW

机构：

来源：

关键词：

D O I：

10.2307/2283977

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：500 / &

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[5] ADDITIVE PREFERENCES [J].

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Johnston J, ECONOMETRIC METHODS, VFourth

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PARKS RW, SYSTEMS DEMAND EQUAT

[8] ITERATIVE ESTIMATION OF SET OF LINEAR-REGRESSION EQUATIONS [J].

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ZELLNER, A .