Sparse seemingly unrelated regression modelling: Applications in finance and econometrics

Title
Sparse seemingly unrelated regression modelling: Applications in finance and econometrics
Authors
Keywords
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Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 54, Issue 11, Pages 2866-2877
Publisher
Elsevier BV
Online
2010-04-12
DOI
10.1016/j.csda.2010.03.028

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