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Statements
5 June 1993
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joint errors
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heteroscedistic structure
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seemingly unrelated regression equations
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SURE specification
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regression equations
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variance-covariance matrix
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sample estimate
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generalized least squares
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asymptotic approximation of bias
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exact finite sample properties
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efficiency properties
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ordinary least squares
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Stein-rule estimators
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vector autoregression models
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prior information
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exercises
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