Seemingly unrelated regression on the autoregressive (Ar(<i>p</i>)) singular equation system (Q4853089)
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scientific article; zbMATH DE number 809341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seemingly unrelated regression on the autoregressive (Ar(<i>p</i>)) singular equation system |
scientific article; zbMATH DE number 809341 |
Statements
Seemingly unrelated regression on the autoregressive (Ar(<i>p</i>)) singular equation system (English)
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3 December 1995
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generalized least squares estimation
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estimation of seemingly unrelated regressions
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singular equation systems
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autoregressive error process
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invariance property
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