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Volumn 99, Issue 2, 2000, Pages 225-253

Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances

Author keywords

Generalised vec; SURE model; Vector correlated disturbances

Indexed keywords


EID: 0038467709     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00025-7     Document Type: Article
Times cited : (12)

References (9)
  • 1
    • 0347448513 scopus 로고
    • Algebre Multilineaire
    • Book II (Algebre). Herman, Paris
    • Bourbaki, N., 1958. Algebre Multilineaire, in Elements de Mathematique. Book II (Algebre). Herman, Paris.
    • (1958) Elements de Mathematique
    • Bourbaki, N.1
  • 3
    • 0000681385 scopus 로고
    • Testing against general autoregressive and moving average error models when the regressions include lagged dependent variables
    • Godfrey, L.G., 1978. Testing against general autoregressive and moving average error models when the regressions include lagged dependent variables. Econometrica 46, 1293-1302.
    • (1978) Econometrica , vol.46 , pp. 1293-1302
    • Godfrey, L.G.1
  • 5
    • 0004237651 scopus 로고
    • Oxford University Press, New York
    • Magnus, J.R., 1988. Linear Structures. Oxford University Press, New York.
    • (1988) Linear Structures
    • Magnus, J.R.1
  • 8
    • 0042853320 scopus 로고    scopus 로고
    • Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
    • Turkington, D.A., 1998a. Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances. Journal of Econometrics 85, 51-74.
    • (1998) Journal of Econometrics , vol.85 , pp. 51-74
    • Turkington, D.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.