On the Relative Efficiency of Estimators Which Include the Initial Observations in the Estimation of Seemingly Unrelated Regressions With First Order Autoregressive Disturbances

On the Relative Efficiency of Estimators Which Include the Initial Observations in the Estimation of Seemingly Unrelated Regressions With First Order Autoregressive Disturbances - Working Papers in Econometrics & Applied Statistics

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Book information

ISBN: 9780858343887
Publisher: University of New England
Imprint: University of New England
Language: English
Number of pages: 29