Pages that link to "Item:Q3949830"
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The following pages link to Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model (Q3949830):
Displayed 8 items.
- 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)
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
- Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity (Q1275411) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
- Lattice conditional independence models for seemingly unrelated regressions (Q4490164) (← links)
- Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution (Q4707035) (← links)