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Estimation and Inference in SUR Models When the Number of Equations Is Large
Fiebig, D.G.; Kim, J.H. - In: Econometric reviews 19 (2000) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10006909650
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Estimation and Inference in SUR Models When the Number of Equations Is Large
Fiebig, D.G.; Kim, J.H. - In: Econometric reviews 19 (2000) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10006909658
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Cointegration and Modelling Dynamic Economic Relationships
Fiebig, D.G. - In: Econometric reviews 13 (1994) 3, pp. 337-344
Persistent link: https://www.econbiz.de/10006945889
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Remark on pseudo-generalized least squares
Groß, Jürgen; Puntanen, Simo - In: Econometric reviews 19 (2000) 1, pp. 131-133
Persistent link: https://www.econbiz.de/10001455674
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The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G. - In: Econometric reviews 15 (1996) 4, pp. 431-443
Persistent link: https://www.econbiz.de/10001210392