New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New evidence on the small properties of estimators of SUR models with autocorrelated disturbances |
scientific article; zbMATH DE number 3671538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New evidence on the small properties of estimators of SUR models with autocorrelated disturbances |
scientific article; zbMATH DE number 3671538 |
Statements
New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (English)
0 references
1980
0 references
SUR models
0 references
autocorrelated disturbances
0 references
effect of trends
0 references
exogenous variables
0 references
small-sample relative performance
0 references
ordinary least squares estimator
0 references
0 references
0 references
0 references
