Alternative tests for a first-order vector autoregressive error specification

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Introduction to Multivariate Statistical Analysis.

1959 • 3,939 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 1,514 citations

Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 1,019 citations

Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

1962 • 879 citations

Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

1992 • 783 citations

The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

1970 • 411 citations

Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 227 citations

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process

1971 • 133 citations

The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals

1961 • 123 citations

Estimation of Seemingly Unrelated Regressions with Autoregressive Disturbances

1970 • 91 citations

Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors

1973 • 63 citations

Specification Analysis in the Estimation of Parameters of a Simultaneous Equation Model with Autoregressive Residuals

1966 • 62 citations

Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental Variables

1972 • 45 citations

Some results on the distribution of Wilks's likelihood-ratio criterion

1972 • 41 citations

Estimation of Seemingly Unrelated Regressions with Autoregressive Disturbances

1970 • 30 citations

Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors

1971 • 11 citations