Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process

DOI10.1016/j.jedc.2005.03.006zbMath1200.62106OpenAlexW1987788140MaRDI QIDQ956526

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Publication date: 25 November 2008

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.006

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