LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017)
From MaRDI portal
scientific article; zbMATH DE number 7205662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE |
scientific article; zbMATH DE number 7205662 |
Statements
LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (English)
0 references
27 May 2020
0 references
penalized quasi-maximum likelihood estimator (PQMLE)
0 references
seemingly unrelated regression model
0 references
error covariance matrix
0 references
0 references
0 references
