SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607): Difference between revisions

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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Stochastic specification and estimation of share equation systems
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+Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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