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Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models

Phoebus J. Dhrymes and H. Erlat

Journal of Econometrics, 1974, vol. 2, issue 3, 247-259

Date: 1974
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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