Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:39, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating seemingly unrelated regression models with vector autoregressive disturbances |
scientific article |
Statements
Estimating seemingly unrelated regression models with vector autoregressive disturbances (English)
0 references
24 October 2008
0 references
least squares
0 references
generalized QR decomposition
0 references
variance-covariance matrix
0 references
numerical examples
0 references
seemingly unrelated regression models
0 references
iterative estimation algorithm
0 references
