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Seemingly unrelated regression on the autoregressive (AR(p)) singular equation system
Lee, Byung-joo
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 65-74
Persistent link: https://www.econbiz.de/10001177163
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Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
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pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
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