SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form

Michael Creel () and Montserrat Farell

Economics Letters, 1996, vol. 53, issue 3, pages 239-245

Date: 1996

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V84 ... 00e53adaad69b12969b0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:ecolet:v:53:y:1996:i:3:p:239-245

Access Statistics for this article

Economics Letters is edited by E. Maskin

More articles in Economics Letters from Elsevier
Series data maintained by Heidi Boesdal ().