Estimating seemingly unrelated regression models with vector autoregressive disturbances
Paolo Foschi; Erricos J. Kontoghiorghes
| Year of publication: |
2003
|
|---|---|
| Authors: | Foschi, Paolo ; Kontoghiorghes, Erricos John |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2003, 1, p. 27-44
|
| Subject: | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Multiple Regression | Multiple regression | Kleinste-Quadrate-Methode | Least squares method |
| 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/10001794313