Pages that link to "Item:Q1301593"

The following pages link to On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593):

Displaying 13 items.

• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
• Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
• Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
• Statistical inference on seemingly unrelated single-index regression models (Q519231) (← links)
• One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances (Q1934739) (← links)
• Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss (Q1985961) (← links)
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
• Two-stage estimation for seemingly unrelated nonparametric regression models (Q2425834) (← links)
• Efficient estimation of seemingly unrelated additive nonparametric regression models (Q2439891) (← links)
• ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS (Q2878814) (← links)
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors (Q3088158) (← links)