A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
type: Item
instance of: scholarly article
title: A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
zbMATH Open document ID: 1051.62524
DOI: 10.1016/S0165-1765(99)00129-9
author: Hyungsik Roger Moon
published in: Economics Letters
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1387555
zbMATH Keywords: Seemingly unrelated regressions
zbMATH Keywords: Fully-modified estimation
MaRDI profile type: Publication
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: Testing the stationarity of interest rates using a SUR approach
cites work: Optimal Inference in Cointegrated Systems
cites work: Fully Modified Least Squares and Vector Autoregression
cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes
cites work: Asymptotics for linear processes
full work available at URL: s0165-1765(99)00129-9
OpenAlex ID: W2000020300
Wikidata QID: Q127389309
description: scientific article; zbMATH DE number 1387555