Browsing Non-traditional Outputs by Author "Geweke John"

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Browsing Non-traditional Outputs by Author "Geweke John"

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  • Comment 
    Geweke John (Elsevier BV, 2010)
    The article by Zellner and Ando proposes methods for coping with the excess kurtosis that is often observed in disturbances in applications of the seemingly unrelated regressions (SUR) model. This is an important topic ...
  • Econometrics 
    Geweke John; Horowitz Joel; Pesaran Hashem (Palgrave Macmillan, 2008)
    As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly. Major advances have taken place in the analysis of cross-sectional data by means of semiparametric and ...