Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances

1975/09/01 by Ernst R. Berndt, N. Eugene Savin, N. E. Savin · 529 citations
Agricultural and Biological Sciences · Chemical Engineering · Economics, Econometrics and Finance · Mathematics · #Agricultural Economics and Policy #Applied mathematics #Autoregressive integrated moving average #Autoregressive model #Econometrics #Economics #Economics of Agriculture and Food Markets #Estimation #Mathematics #STAR model #Statistical hypothesis testing #Statistics #Thermodynamic properties of mixtures #Time series

paper · doi:10.2307/1911336

published in Econometrica 43(5/6), 937 (Wiley)

openalex publication_date 1975/09/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/27

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