Statistical inference on seemingly unrelated varying coefficient partially linear models

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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Efficient estimation of two seemingly unrelated regression equations
Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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
Efficient estimation of a semiparametric partially linear varying coefficient model
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
The laws of the iterated logarithm of some estimates in partly linear models
Root-N-Consistent Semiparametric Regression
Weak and strong uniform consistency of kernel regression estimates
R² in Seemingly Unrelated Regression Equations
Marginal nonparametric kernel regression accounting for within-subject correlation
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Functional-Coefficient Regression Models for Nonlinear Time Series
Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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