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Publisher:
Elsevier BV
Publication Type:
Journal Article
Citation:
International Journal of Forecasting, 2010, 26 (2), pp. 435 - 438
Issue Date:
2010-01
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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 which is of particular relevance in
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