| Publication |
Pittsburgh, Pennsylvania, Department of Economics, University of Pittsburgh, 1976.
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| Description |
Paperback Volume
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| Series |
Dept. of Economics, Univ. of Pittsburgh, Working Paper Series
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| 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.
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