Journal article
Econometric Analysis of Small Linear Systems Using PC-FIML.
- Abstract:
-
The framework for econometric analysis of small linear dynamic systems embodied in the micro-computer program PC-FIML is described in terms of ten themes which provide a structured approach to teaching, program operation, and empirical modeling. The themes are illustrated by a small consumption-income model and comprise the concept of a system; the status of its variables; the formulation of the lag structure; system estimation and evaluation using recursive procedures; the econometric model ...
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Bibliographic Details
- Journal:
- Journal of Econometrics
- Volume:
- 38
- Publication date:
- 1988-01-01
Item Description
- Language:
- English
- UUID:
-
uuid:39615473-e3a7-4dfe-8abd-46e8f23cfbb7
- Local pid:
- oai:economics.ouls.ox.ac.uk:10913
- Deposit date:
- 2011-08-16
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- Copyright date:
- 1988
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