Selecting estimators and variables in the seemingly unrelated regression model (Q3779638)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting estimators and variables in the seemingly unrelated regression model |
scientific article |
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Selecting estimators and variables in the seemingly unrelated regression model (English)
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1987
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selection of variables
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generalized least squares
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efficiency of estimators
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Mallows' Cp-criterion
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seemingly unrelated regression model
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variance-covariance matrix
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consistent estimators
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ordinary least squares
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numerical example
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prediction criteria
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square error of prediction
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