The Exact Distribution of Zellner's SUR
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References listed on IDEAS
- Phillips, P.C.B., 1984.
"The exact distribution of the Stein-rule estimator,"
Journal of Econometrics,
Elsevier, vol. 25(1-2), pages 123-131.
- Peter C.B. Phillips, 1983. "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.
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