Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

Richard W. Parks

Journal of the American Statistical Association · 1967 · 1.1K citations · 10 references

Concepts

Abstract

(1967). Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated. Journal of the American Statistical Association: Vol. 62, No. 318, pp. 500-509.

References

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