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Estimating seemingly unrelated regression models with vector autoregressive disturbances

, and . Journal of Economic Dynamics and Control, 28 (1): 27--44 (October 2003)

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Other publications of authors with the same name

Seemingly unrelated regression model with unequal size observations: computational aspects, and . Computational Statistics & Data Analysis, 41 (1): 211--229 (Nov 28, 2002)A comparative study of algorithms for solving seemingly unrelated regressions models, , and . Computational Statistics & Data Analysis, 44 (1-2): 3--35 (Oct 28, 2003)Estimating seemingly unrelated regression models with vector autoregressive disturbances, and . Journal of Economic Dynamics and Control, 28 (1): 27--44 (October 2003)Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process, and . Journal of Economic Dynamics and Control, 30 (5): 721--739 (May 2006)