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Theory and Method

Estimation of Seemingly Unrelated Regressions with Autoregressive Disturbances

Pages 186-197 | Published online: 05 Apr 2012

References

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  • Zellner , A. 1963 . “Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results,” . Journal of the American Statistical Association , 58 : 977 – 92 .

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