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Consider a general multivariate regression model Yi = X1i + Ei, i = 1, 2, . . . , n (1.1) where Yi is p-vector of observations, Xi's are m x p given matrices, is an m-vector of unknown parameters, and Ei is a p-vector of unobservable random error suitably centered and having a p-variate distribution.
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New York, John Wiley, Elsevier Science, Monte Carlo, Econometric Theory, Academic Press, Time Ser, Cambridge University Press, Statistical Data, North Holland, Business Econom, Nelson Aalen, Springer Verlag, Andrews Bartlett, Asymptotic Statistics, Data Anal, Department of Statistics, San Francisco, Statistical Sciences, University of California Press, Buckley James, German Socio-Economic Panel, Statistica Sinica, Applied Statistics Unit, Case Fig
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