Estimating seemingly unrelated regression models with vector autoregressive disturbances
| Year of publication: |
2003
|
|---|---|
| Authors: | Foschi, Paolo ; Kontoghiorghes, Erricos J. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2003, 1, p. 27-44
|
| Publisher: |
Elsevier |