Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Cristian Gatu; Erricos J. Kontoghiorghes
| Year of publication: |
2006
|
|---|---|
| Authors: | Gatu, Cristian ; Kontoghiorghes, Erricos John |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 5, p. 721-739
|
| Subject: | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003317074