A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101)
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English | 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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