Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929)
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English | Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models |
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Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (English)
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28 September 2017
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generalized canonical correlation variable
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high dimensional seemingly unrelated regression model
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improved estimator
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Zellner's two-stage estimator
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