Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
| Year of publication: |
2006
|
|---|---|
| Authors: | Gatu, Cristian ; Kontoghiorghes, Erricos J. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 5, p. 721-739
|
| Publisher: |
Elsevier |