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 |
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.
|