The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models

Jan Kiviet, Garry Phillips and Bernhard Schipp

Journal of Econometrics, 1995, vol. 69, issue 1, 241-266

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:69:y:1995:i:1:p:241-266

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