关于在具有一阶自回归扰动的似不相关回归估计中包含初始观测值的估计量的相对效率

On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances

Journal of Econometrics · 1983
被引 34
人大 AABS 4
计量经济学时间序列分析自回归模型估计理论