New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327)

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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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