SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form
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Publication:1391607
DOI10.1016/S0165-1765(96)00919-6zbMath0901.90045MaRDI QIDQ1391607
Michael Creel, Montserrat Farell
Publication date: 22 July 1998
Published in: Economics Letters (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
Uses Software
Cites Work
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- Automatic Lag Selection in Covariance Matrix Estimation