Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances

Journal of Econometrics

Volumn 85, Issue 1, 1998, Pages 51-74

  Turkington, Darrell A ^a,b  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b NONE   (Australia)

Author keywords

Asymptotic efficiency; Vector autoregressive disturbances

Indexed keywords

EID: 0042853320     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00094-8     Document Type: Article

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