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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models

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Chib, Siddhartha
Greenberg, Edward
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 68 (1995)
Issue (Month): 2 (August)
Pages: 339-360
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Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:339-360

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