Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
scientific article

    Statements

    Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (English)
    0 references
    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 references

    Identifiers