A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances (Q2876126)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances |
scientific article |
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A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances (English)
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18 August 2014
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contemporaneous correlation
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high-order AR disturbances
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linear regression
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SUR
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tapering
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