A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressores.

We show how to apply the fully-modified estimation method in the integrated seemingly unrelation regressions model. Three different fully-modified estimators are studied and their asymptotic distributions are found.

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Year of publication:	1998
Authors:	Moon, H.R.
Subject:	REGRESSION ANALYSIS \| TIME SERIES \| ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	7 pages
Classification:	C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005245516