An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator

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Publication:1240513

DOI10.1016/0304-4076(77)90012-4zbMath0363.62086OpenAlexW2051530773MaRDI QIDQ1240513

Peter C. B. Phillips

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90012-4



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