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Trace Minimization of Singular Systems with Cross-Equation Restrictions

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Problems
Copyright
Copyright © Cambridge University Press 1993

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References

1.Berndt, E.R. & Savin, N.E.. Estimation and hypothesis testing in singular equation systems with autoregressive disturbances. Econometrica 43 (1975): 937957.CrossRefGoogle Scholar