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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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Authors


David F Hendry More by this author
Adrian J Neale More by this author
Frank Srba More by this author
Journal:
Journal of Econometrics
Volume:
38
Publication date:
1988
URN:
uuid:39615473-e3a7-4dfe-8abd-46e8f23cfbb7
Local pid:
oai:economics.ouls.ox.ac.uk:10913
Language:
English

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