ON THE RELATIVE EFFICIENCY OF ESTIMATORS WHICH INCLUDE THE INITIAL OBSERVATIONS IN THE ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH 1ST-ORDER AUTOREGRESSIVE DISTURBANCES Journal Articles uri icon

Overview

Published in

  • Journal of Econometrics

Time

Date/time value

  • 1983

Identity

Digital Object Identifier (DOI)

  • 10.1016/0304-4076(93)90075-G

Additional Document Info

Parent Title

  • JOURNAL OF ECONOMETRICS

Volume

  • 23

Issue

  • 2

Publisher

  • Elsevier Science