Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system
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Publication:4853089
DOI10.1080/07474939508800304zbMath0832.62102OpenAlexW2092102624MaRDI QIDQ4853089
Publication date: 3 December 1995
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939508800304
generalized least squares estimationinvariance propertyautoregressive error processsingular equation systemsestimation of seemingly unrelated regressions
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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