Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434): Difference between revisions

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Latest revision as of 19:07, 28 June 2024

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Estimating seemingly unrelated regression models with vector autoregressive disturbances
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    Estimating seemingly unrelated regression models with vector autoregressive disturbances (English)
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    24 October 2008
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    least squares
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    generalized QR decomposition
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    variance-covariance matrix
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    numerical examples
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    seemingly unrelated regression models
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    iterative estimation algorithm
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