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
Pages
19
From page
721
To page
739
Keywords
Subset Vector Autoregressive model selection , Seemingly Unrelated Regressions models , Leastsquares , QR decomposition , Combinatorial algorithms
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238903
Link To Document