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