Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors (Q3859171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors |
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Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors (English)
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1980
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lagged dependent variables
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autocorrelated errors
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two-step Gauss-Newton method
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estimation of seemingly unrelated regressions
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