TESTING COVARIANCE RESTRICTIONS IN SYSTEMS OF SIMULTANEOUS-EQUATIONS WITH VECTOR AUTOREGRESSIVE ERRORS

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作者：

BHARGAVA, A

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来源：

INTERNATIONAL ECONOMIC REVIEW | 1989年 / 30卷 / 02期

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D O I：

10.2307/2526652

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F [经济];

学科分类号：

02 ;

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页码：357 / 372

页数：16

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[1] SIMULTANEOUS-EQUATIONS WITH COVARIANCE RESTRICTIONS
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[7] RECURSIVE INSTRUMENTAL VARIABLE ESTIMATION OF SIMULTANEOUS-EQUATIONS WITH AUTOREGRESSIVE DISTURBANCES
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[8] Bayesian testing of restrictions on vector autoregressive models
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[9] TESTING FOR MULTIVARIATE NORMALITY IN SIMULTANEOUS-EQUATIONS MODELS
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