SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607): Difference between revisions
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| Property / cites work: Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications / rank | |||
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Latest revision as of 13:18, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form |
scientific article |
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SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (English)
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22 July 1998
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non-parametric covariance matrix estimation
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multiple time-series models
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