Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method |
scientific article; zbMATH DE number 108988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method |
scientific article; zbMATH DE number 108988 |
Statements
Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (English)
0 references
11 February 1993
0 references
maximum likelihood estimation
0 references
seemingly unrelated regression equations
0 references
time varying coefficients
0 references
Kalman filtering
0 references
scoring
0 references
hyperparameters
0 references
EM-method
0 references
adaptive method of variance component estimation
0 references
MINQUE
0 references
simulation study
0 references
single equation model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8574975
0 references
0.8458315
0 references
0 references
0 references
0.83267415
0 references
