An alternative approach for the numerical solution of seemingly unrelated regression equations models

DOI10.1016/0167-9473(94)00010-GzbMath0875.62362OpenAlexW2152591884WikidataQ127089108 ScholiaQ127089108MaRDI QIDQ673732

M. R. B. Clarke, Erricos John Kontoghiorghes

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00010-g

zbMATH Keywords

Orthogonal transformationsSURE modelVariance--covariance matrix

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Iterative Estimation of a Set of Linear Regression Equations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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