The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
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- Kiviet, Jan F. & Phillips, Garry D.A., 1993. "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, vol. 9(01), pages 62-80, January.
- Spencer, David E., 1979. "Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 10(2), pages 227-241, June.