Efficient estimation of varying coefficient seemly unrelated regression model

DOI10.1007/s10255-014-0301-3zbMath1302.62129OpenAlexW2065567727MaRDI QIDQ403455

Qun-fang Xu, Yang Bai

Publication date: 29 August 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0301-3

zbMATH Keywords

asymptotic normalityvarying coefficientseemingly unrelated regressioncontemporaneous correlationseries approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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