SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form

Mathematics

• Parametric 33%
• Covariance Matrix 33%
• Least Square 33%
• Serial Correlation 33%
• Regression Estimator 33%
• Heteroscedasticity 33%
• Conditionals 16%
• Autocovariance 16%
• Time Series Model 16%
• Regression Estimation 16%
• Least Square Estimation 16%
• Correlation 16%

Economics, Econometrics and Finance

• Seemingly Unrelated Regression 100%
• Estimation Theory 50%
• Time Series 33%
• Information 16%