Estimation of seemingly unrelated regression equations

From MaRDI portal
Publication:1258582

DOI10.1016/0304-4076(79)90061-7zbMath0408.62060OpenAlexW1583784139MaRDI QIDQ1258582

K. Appert

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90061-7



Related Items

On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions, Computationally efficient methods for estimating the updated-observations SUR models, Cross-Sectional Dependence in Panel Data Analysis, Simple unbiased estimators for seemingly unrelated regressions with incomplete data, An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model, The existence of the uniformly minimum risk equivariant estimator in sure model, Computational methods for modifying seemingly unrelated regressions models., Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models, A seemingly unrelated regression model in a credibility framework., Bootstrapping estimators for the seemingly unrelated regressions model, An alternative approach for the numerical solution of seemingly unrelated regression equations models, Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations, A comparative study of algorithms for solving seemingly unrelated regressions models, Computation of standard errors in seemingly unrelated regression equation models, REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS, Test for independence of two multivariate regression equations with different design matrices, Distribution theory for some tests of independence of seemingly unrelated regressions, A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model, GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS, Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.



Cites Work