Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434)
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scientific article; zbMATH DE number 5356887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating seemingly unrelated regression models with vector autoregressive disturbances |
scientific article; zbMATH DE number 5356887 |
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Estimating seemingly unrelated regression models with vector autoregressive disturbances (English)
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24 October 2008
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least squares
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generalized QR decomposition
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variance-covariance matrix
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numerical examples
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seemingly unrelated regression models
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iterative estimation algorithm
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