مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimating seemingly unrelated regression models with vector autoregressive disturbances

Title of article :

Estimating seemingly unrelated regression models with vector autoregressive disturbances

Author/Authors :

Paolo Foschi، نويسنده , , Erricos J. Kontoghiorghes، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

To page :

Keywords :

Least squares , Generalized QR decomposition , Variance–covariance matrix , VAR processes , SUR models

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238528

Link To Document :