Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5356887
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating seemingly unrelated regression models with vector autoregressive disturbances |
scientific article; zbMATH DE number 5356887 |
Statements
Estimating seemingly unrelated regression models with vector autoregressive disturbances (English)
0 references
24 October 2008
0 references
least squares
0 references
generalized QR decomposition
0 references
variance-covariance matrix
0 references
numerical examples
0 references
seemingly unrelated regression models
0 references
iterative estimation algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8348002433776855
0 references
0.8326103687286377
0 references
0.8251935243606567
0 references
