On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Year of publication: |
1983
|
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Authors: | Doran, H. E. ; Griffiths, W. E. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 23.1983, 2, p. 165-191
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Subject: | Ökonometrik Schätzung |
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