Estimation and Inference for Heteroscedastic Systems of Equations (Q3324904)
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scientific article; zbMATH DE number 3856270
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation and Inference for Heteroscedastic Systems of Equations |
scientific article; zbMATH DE number 3856270 |
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Estimation and Inference for Heteroscedastic Systems of Equations (English)
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1983
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heteroscedasticity
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parameter restrictions
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seemingly unrelated regression
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robust parameter covariance matrices
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simulations
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0.89285064
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0.88814205
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0.8869616
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