Two-stage estimation for seemingly unrelated nonparametric regression models

DOI10.1007/S11424-007-9048-8zbMath1138.93420OpenAlexW1998240618MaRDI QIDQ2425834

Shangyu Xie, Yong Zhou, Jin-hong You

Publication date: 7 May 2008

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-007-9048-8

zbMATH Keywords

asymptotic normalitynonparametric modeltwo-stage estimationseemingly unrelated regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation and detection in stochastic control theory (93E10)

Related Items (6)

Transport costs and China's exports: some empirical evidences ⋮ Efficient estimation of varying coefficient seemly unrelated regression model ⋮ Efficient estimation of seemingly unrelated additive nonparametric regression models ⋮ Statistical inference on seemingly unrelated single-index regression models ⋮ Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors ⋮ A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

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