Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleEFFICIENT ESTIMATION OF A DYNAMIC ERROR-SHOCK MODEL.AuthorsHsiao, C.; Robinson, P.M.AbstractFocuses on the estimation of dynamic error-shock model. Use of lagged observable exogenous variables; Identification of linear identities; Approximation of covariance stationary matrices.SubjectsERROR analysis in mathematics; ANALYSIS of covariancePublicationInternational Economic Review, 1978, Vol 19, Issue 2, p467ISSN0020-6598Publication typeArticleDOI10.2307/2526313