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

Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances (Q1841188)

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scientific article; zbMATH DE number 1569435
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English
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
scientific article; zbMATH DE number 1569435

    Statements

    Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances (English)
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    19 July 2001
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    generalised vec
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    moving average processes
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    SURE model
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    vector correlated disturbances
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