WALD TESTS AND SYSTEMS OF STOCHASTIC-EQUATIONS

被引：16

作者：

BHARGAVA, A

机构：

来源：

INTERNATIONAL ECONOMIC REVIEW | 1987年 / 28卷 / 03期

关键词：

D O I：

10.2307/2526579

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：789 / 808

页数：20

共 21 条

[1] THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].

ANDERSON, TW ;

RUBIN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (04) :570-582

[2] ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS [J].

ANDERSON, TW ;

HSIAO, C .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) :598-606

[3]

ANDERSON TW, 1971, STATISTICAL ANAL TIM

[4] SERIAL-CORRELATION AND THE FIXED EFFECTS MODEL [J].

BHARGAVA, A ;

FRANZINI, L ;

NARENDRANATHAN, W .

REVIEW OF ECONOMIC STUDIES, 1982, 49 (04) :533-549

[5] ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT-TIME PERIODS [J].

BHARGAVA, A ;

SARGAN, JD .

ECONOMETRICA, 1983, 51 (06) :1635-1659

[6] TESTING STRUCTURAL SPECIFICATION USING UNRESTRICTED REDUCED FORM [J].

BYRON, RP .

ECONOMETRICA, 1974, 42 (05) :869-883

[7] METHOD FOR SIMULATING STABLE RANDOM-VARIABLES [J].

CHAMBERS, JM ;

MALLOWS, CL ;

STUCK, BW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) :340-344

[8] EXOGENEITY [J].

ENGLE, RF ;

HENDRY, DF ;

RICHARD, JF .

ECONOMETRICA, 1983, 51 (02) :277-304

[9]

HoodWand Koopmans T, 1953, STUDIES ECONOMETRIC

[10] Relations between two sets of variates [J].

Hotelling, H .

BIOMETRIKA, 1936, 28 :321-377

← 1 2 3 →