Selecting estimators and variables in the seemingly unrelated regression model
DOI10.1080/03610918708812580zbMath0638.62109OpenAlexW1561845419MaRDI QIDQ3779638
Publication date: 1987
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918708812580
numerical examplevariance-covariance matrixgeneralized least squaresordinary least squaresseemingly unrelated regression modelconsistent estimatorsefficiency of estimatorsselection of variablesprediction criteriaMallows' Cp-criterionsquare error of prediction
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
Cites Work
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