| ID | 364443 |
| Title Proper | SUR models, trended independent variables and autoregressive distrubances: an alternative method of small sample econometric inquiry |
| Other Title Information | Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 43 (Revised), December 1976 |
| Language | ENG |
| Author | Maeshiro, Asatoshi |
| Publication | Pittsburgh, Pennsylvania, Department of Economics, University of Pittsburgh, 1976. |
| Description | Paperback Volume |
| Series | Dept. of Economics, Univ. of Pittsburgh, Working Paper Series |
| Summary / Abstract (Note) | This paper demonstrates that in estimating SUR models possessing trended independent variables and autoregressive disturbances it is imperative that both the auto-and cross-correlations of the disturbances be properly taken into account. Othewise, one might do more harm than good. |
| Key Words | Seemingly Unrelated Regressions (SUR) Models ; Autoregressive distrubances |