Estimation and inference in sur models when the number of equations is large

Econometric Reviews

Volumn 19, Issue 1, 2000, Pages 105-130

  Fiebig, Denzil G ^a   Kim, Jae H ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b JAMES COOK UNIVERSITY   (Australia)

Author keywords

Bootstrapping; Improved covariance estimation; Large equation systems; Seemingly unrelated regression models

Indexed keywords

EID: 85016031744     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930008800461     Document Type: Article

References (20)

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