New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327)
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English | New evidence on the small properties of estimators of SUR models with autocorrelated disturbances |
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New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (English)
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1980
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SUR models
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autocorrelated disturbances
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effect of trends
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exogenous variables
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small-sample relative performance
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ordinary least squares estimator
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