Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Simultaneous equation estimation with first order auto correlated disturbances
The estimation of the parameters of simultaneous equation problem is usually affected by the existence of mutual correlation between pairs of random deviates, which is a violation of the assumption of no autocorrelation between the error terms. In practice the form of correlation between the pairs o...
Saved in:
| Format: | Article |
|---|---|
| Published: |
2013-08
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|