Estimation and inference in sur models when the number of equations is large
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- Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
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Keywordsseemingly unrelated regression models; improved covariance estimation; bootstrapping; large equation systems;
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