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Bootstrap approach for estimating seemingly unrelated regressions with varying degrees of autocorrelated disturbances

The Seemingly Unrelated Regressions (SUR) model proposed in 1962 by Arnold Zellner has gained a wide acceptability and its practical use is enormous. In this research, two methods of estimation techniques were examined in the presence of varying degrees of _rst order Autoregressive [AR(1)] coefficie...

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Format: Article
Published: 2013
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