Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process
David F. Hendry · International Economic Review · 1971
D. F. Hendry, Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process, International Economic Review, Vol. 12, No. 2 (Jun., 1971), pp. 257-272