A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101): Difference between revisions

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Latest revision as of 09:04, 14 June 2024

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A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
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    A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (English)
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    1982
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    Zellner estimator
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    seemingly unrelated regression model
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    approximate covariance matrix
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    moments
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    generalized least squares
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    cumulative distribution
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    Edgeworth type expansion
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