Pages that link to "Item:Q4521136"
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The following pages link to Robust estimation of the SUR model (Q4521136):
Displaying 13 items.
- Estimates of MM type for the multivariate linear model (Q549921) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Robust inference for seemingly unrelated regression models (Q1661346) (← links)
- Robust estimation for vector autoregressive models (Q1800108) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- The multivariate least-trimmed squares estimator (Q2476138) (← links)
- Robust estimation for the multivariate linear model based on a \(\tau\)-scale (Q2499081) (← links)
- REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS (Q3632426) (← links)
- M Estimation of Multivariate Regressions (Q3971654) (← links)
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)
- A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\) (Q6567445) (← links)
