High-correlated residuals improved estimation in the high-dimensional SUR model (Q5084940)
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scientific article; zbMATH DE number 7550055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-correlated residuals improved estimation in the high-dimensional SUR model |
scientific article; zbMATH DE number 7550055 |
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High-correlated residuals improved estimation in the high-dimensional SUR model (English)
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29 June 2022
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high dimension
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regression coefficients
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seemingly unrelated regression model
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significant correlation
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two-stage improved estimator
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