Pages that link to "Item:Q1301593"

The following pages link to On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593):

Displaying 21 items.

• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
• Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
• Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
• A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
• Statistical inference on seemingly unrelated single-index regression models (Q519231) (← links)
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
• Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
• Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
• One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances (Q1934739) (← links)
• Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961) (← links)
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
• Two-stage estimation for seemingly unrelated nonparametric regression models (Q2425834) (← links)
• Efficient estimation of seemingly unrelated additive nonparametric regression models (Q2439891) (← links)
• A note on an upper bound for the covariance matrix of a generalized least squares estimator in a heteroscedastic model. (Q2740981) (← links)
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models (Q2878814) (← links)
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors (Q3088158) (← links)
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
• Statistical inference on seemingly unrelated varying coefficient partially linear models (Q6573268) (← links)