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
18
From page
27
To page
44
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