MULTIPLE EQUATION SYSTEMS WITH STATIONARY ERRORS.

The article reports on the development of an efficient estimation method when there is no set of independent random vectors and to prove some asymptotic theorems concerning the results. When a variable is assumed to be Gaussian, the likelihood function is established and maximized. The asymptotic di...

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Publicado en:	Econometrica Vol. 41; no. 2; pp. 299 - 321
Autores principales:	Hannan, E. J., Terrell, R. D.
Formato:	Artículo
Publicado:	Wiley-Blackwell Mar1973
Materias:	Asymptotic expansions Difference equations Stochastic convergence Estimation theory Distribution (Probability theory) Central limit theorem Numerical analysis Mathematical functions Probability theory
Acceso en línea:	Ver este registro en EBSCOhost