New evidence on the small properties of estimators of SUR models with autocorrelated disturbances
type: Item
instance of: scholarly article
title: New evidence on the small properties of estimators of SUR models with autocorrelated disturbances
zbMATH Open document ID: 0431.62062
DOI: 10.1016/0304-4076(80)90005-6
author: Asatoshi Maeshiro
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3671538
zbMATH Keywords: SUR models
zbMATH Keywords: autocorrelated disturbances
zbMATH Keywords: effect of trends
zbMATH Keywords: exogenous variables
zbMATH Keywords: small-sample relative performance
zbMATH Keywords: ordinary least squares estimator
MaRDI profile type: Publication
full work available at URL: 0304-4076(80)90005-6
OpenAlex ID: W2028259685
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description: scientific article; zbMATH DE number 3671538