Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
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- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2016. "Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test," MPRA Paper 69051, University Library of Munich, Germany.
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- Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
- Fraser, D.A.S. & Rekkas, M. & Wong, A., 2005. "Highly accurate likelihood analysis for the seemingly unrelated regression problem," Journal of Econometrics, Elsevier, vol. 127(1), pages 17-33, July.
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