Pages that link to "Item:Q5720565"
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The following pages link to An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias (Q5720565):
Displaying 50 items.
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process (Q828641) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- Constructing structural VAR models with conditional independence graphs (Q834323) (← links)
- Markov equivalence for ancestral graphs (Q834365) (← links)
- Learning in a misspecified multivariate self-referential linear stochastic model (Q844663) (← links)
- Solution to the Siegel paradox (Q850619) (← links)
- Bank exposure to interest rate risks during financial liberalization: Evidence from South Korea (Q853877) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Optimal design for multivariate observations in seemingly unrelated linear models (Q893167) (← links)
- Identification, inference and sensitivity analysis for causal mediation effects (Q903314) (← links)
- Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
- To explain or to predict? (Q906529) (← links)
- Seemingly unrelated reduced-rank regression model (Q928919) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
- Efficient improved estimation of the parameters in two seemingly unrelated regression models (Q974519) (← links)
- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220) (← links)
- Inductive transfer with context-sensitive neural networks (Q1009305) (← links)
- Estimation of the parameters in a two linear regression equations system with identical parameter vectors (Q1017803) (← links)
- Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- Unbiased determination of production technologies (Q1055144) (← links)
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- Imposing curvature restrictions on flexible functional forms (Q1062722) (← links)
- Tensor products and matrix differential calculus (Q1065108) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- A dual approach for matrix-derivatives (Q1088347) (← links)
- Tests for sphericity under correlated multivariate regression equations model (Q1091055) (← links)
- Stochastic specification and estimation of share equation systems (Q1094072) (← links)
- Neoclassical econometries: The kernel (Q1098537) (← links)
- A comment on the use of auxiliary or surrogate outcome data (Q1125980) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- On restricted estimation in linear models (Q1137840) (← links)
- New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Large-sample approximations in seemingly unrelated regression equations (Q1144878) (← links)
- On the estimation of multinomial logit models from relative frequency data (Q1154207) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
- A test for spatial and temporal aggregation (Q1186875) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- The efficiency of an improved method of estimating seemingly unrelated regression equations (Q1212763) (← links)
- Seemingly unrelated nonlinear regressions (Q1213721) (← links)
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing (Q1215231) (← links)
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Some aspects of bivariate regression subject to linear constraints (Q1229530) (← links)
