Goodness-of-fit in the seemingly unrelated regressions model. A generalization
type: Item
instance of: scholarly article
title: Goodness-of-fit in the seemingly unrelated regressions model. A generalization
zbMATH Open document ID: 0414.62070
DOI: 10.1016/0304-4076(79)90069-1
author: A. Buse
published in: Journal of Econometrics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3644369
zbMATH Keywords: seemingly unrelated regressions model
zbMATH Keywords: goodness-of-fit measure
zbMATH Keywords: autocorrelated
zbMATH Keywords: heteroskedastic
zbMATH Keywords: single-equation measure
MaRDI profile type: Publication
full work available at URL: 0304-4076(79)90069-1
OpenAlex ID: W1504563774
cites work: Q5618867
cites work: Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
cites work: Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
cites work: Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
cites work: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
description: scientific article; zbMATH DE number 3644369