Seemingly unrelated nonparametric models with positive correlation and constrained error variances

DOI10.1016/J.ECONLET.2007.05.003zbMath1255.62122OpenAlexW2029725300MaRDI QIDQ1934739

Qinfeng Xu, Bin Zhou, Jin-hong You

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.05.003

zbMATH Keywords

asymptotic normalityefficiencycovariance matrixseemingly unrelated regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Seemingly unrelated regression tree ⋮ Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system ⋮ Efficient estimation for error component seemingly unrelated nonparametric regression models ⋮ A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Efficient estimation of two seemingly unrelated regression equations
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• Seemingly unrelated nonlinear regressions
• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
• Nonparametric seemingly unrelated regression
• Analysis of multivariate survival data
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Nonparametric estimation of an additive model with a link function
• Local regression for vector responses
• An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models
• R² in Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Seemingly Unrelated Measurement Error Models, with Application to Nutritional Epidemiology
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Seemingly unrelated nonparametric models with positive correlation and constrained error variances