Identification of the dynamic shock-error model : the case of dynamic regression /

Maravall, Agustín.

Identification of the dynamic shock-error model : the case of dynamic regression / Agustín Maravall and Dennis J. Aigner - 28 pages : illustrations ; 28 cm - The Rand paper series ; P-5635 . - Rand paper series ; P-5635 .

Includes bibliographical references (page 28)

Hadiah


Econometrics.

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