The SYSLIN Procedure

References

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  • Savin, N.E. and White, K.J. (1978), Testing for Autocorrelation with Missing Observations, Econometrics, 46, 59–66.

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  • Zellner, A. and Park, S. (1979), Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models, Journal of the American Statistical Association, 74, 185–193.