Seemingly unrelated nonparametric models with positive correlation and constrained error variances

DOI10.1016/J.ECONLET.2007.05.003MaRDI QIDQ1934739zbMATH OpenOpenAlexFDO

Authors Qinfeng Xu, Bin Zhou, Jinhong You

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.05.003

zbMATH Keywords

asymptotic normalitycovariance matrixefficiencyseemingly unrelated regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Two-stage estimation for seemingly unrelated nonparametric regression models
• Nonparametric seemingly unrelated regression
• scientific article; zbMATH DE number 1054363
• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors

Cites work

• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• An Error-Components Procedure (ECP) for Introducing Prior Information about Covariance Matrices and Analysis of Multivariate Regression Models
• Analysis of multivariate survival data
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• Efficient estimation of two seemingly unrelated regression equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• scientific article; zbMATH DE number 4068093 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 1471713 (Why is no real title available?)
• scientific article; zbMATH DE number 3795247 (Why is no real title available?)
• Local regression for vector responses
• Nonparametric estimation of an additive model with a link function
• Nonparametric seemingly unrelated regression
• On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
• R² in Seemingly Unrelated Regression Equations
• Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
• Seemingly Unrelated Measurement Error Models, with Application to Nutritional Epidemiology
• Seemingly unrelated nonlinear regressions
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications

Cited in

(7)

• Nonparametric seemingly unrelated regression
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• Seemingly unrelated regression tree
• Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system
• A novel perspective for parameter estimation of seemingly unrelated nonlinear regression
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
• Efficient estimation for error component seemingly unrelated nonparametric regression models

This page was built for publication: Seemingly unrelated nonparametric models with positive correlation and constrained error variances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934739)