ON THE RELATIVE EFFICIENCY OF ESTIMATORS WHICH INCLUDE THE INITIAL OBSERVATIONS IN THE ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH 1ST-ORDER AUTOREGRESSIVE DISTURBANCES

被引：16

作者：

DORAN, HE ^{[1
]}

GRIFFITHS, WE ^{[1
]}

机构：

[1] UNIV BONN, D-5300 BONN, FED REP GER

来源：

JOURNAL OF ECONOMETRICS | 1983年 / 23卷 / 02期

关键词：

D O I：

10.1016/0304-4076(93)90075-G

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：165 / 191

页数：27

共 20 条

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[8] ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH VECTOR AUTOREGRESSIVE ERRORS [J].

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