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High-correlated residuals improved estimation in the high-dimensional SUR model - MaRDI portal

High-correlated residuals improved estimation in the high-dimensional SUR model (Q5084940)

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scientific article; zbMATH DE number 7550055
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English
High-correlated residuals improved estimation in the high-dimensional SUR model
scientific article; zbMATH DE number 7550055

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    High-correlated residuals improved estimation in the high-dimensional SUR model (English)
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    29 June 2022
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    high dimension
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    regression coefficients
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    seemingly unrelated regression model
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    significant correlation
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    two-stage improved estimator
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