Estimation of seemingly unrelated regression equations

DOI10.1016/0304-4076(79)90061-7zbMath0408.62060MaRDI QIDQ1258582

K. Appert

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90061-7

zbMATH Keywords

Estimation of Seemingly Unrelated Regression Equations

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions, The existence of the uniformly minimum risk equivariant estimator in sure model, Bootstrapping estimators for the seemingly unrelated regressions model, Cross-Sectional Dependence in Panel Data Analysis, Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations, An alternative approach for the numerical solution of seemingly unrelated regression equations models, Test for independence of two multivariate regression equations with different design matrices, An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model, A comparative study of algorithms for solving seemingly unrelated regressions models, A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model, Computational methods for modifying seemingly unrelated regressions models., A seemingly unrelated regression model in a credibility framework., Distribution theory for some tests of independence of seemingly unrelated regressions, Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions., Computationally efficient methods for estimating the updated-observations SUR models, Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models, Simple unbiased estimators for seemingly unrelated regressions with incomplete data, Computation of standard errors in seemingly unrelated regression equation models, GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS, REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS

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