Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452)
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scientific article; zbMATH DE number 108988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method |
scientific article; zbMATH DE number 108988 |
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Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (English)
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11 February 1993
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maximum likelihood estimation
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seemingly unrelated regression equations
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time varying coefficients
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Kalman filtering
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scoring
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hyperparameters
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EM-method
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adaptive method of variance component estimation
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MINQUE
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simulation study
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single equation model
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0.8574975
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0.83267415
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