Dynamic Seemingly Unrelated Cointegrating Regression
收藏NBER2003-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0292
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资源简介：
Multiple cointegrating regressions are frequently encountered in empirical work as, for example, in the analysis of panel data. When the equilibrium errors are correlated across equations, the seemingly unrelated regression estimation strategy can be applied to cointegrating regressions to obtain
提供机构：
美国国家经济研究局
创建时间：
2003-04-01
