Estimating seemingly unrelated regression models with vector autoregressive disturbances

Paolo Foschi and Erricos John Kontoghiorghes ()

Journal of Economic Dynamics and Control, 2003, vol. 28, issue 1, pages 27-44

Date: 2003

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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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