Title of article :
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Author/Authors :
Cristian Gatu، نويسنده , , Erricos J. Kontoghiorghes، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Subset Vector Autoregressive model selection , Seemingly Unrelated Regressions models , Leastsquares , QR decomposition , Combinatorial algorithms
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
