Seemingly unrelated regression models.

DOI10.1007/S10492-013-0005-7zbMATH Open1274.62451OpenAlexW2095379833MaRDI QIDQ1950795FDOQ1950795

Authors: Lubomír Kubáček 

Publication date: 13 May 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143137

Recommendations

• scientific article; zbMATH DE number 193897
• Publication:4721491
• scientific article; zbMATH DE number 3967769
• Some overall properties of seemingly unrelated regression models
• scientific article; zbMATH DE number 987374
• scientific article; zbMATH DE number 1222315
• Computational methods for modifying seemingly unrelated regressions models.
• scientific article; zbMATH DE number 1046396

zbMATH Keywords

linear regressionbest linear unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Title not available (Why is that?)
• On Seemingly Unrelated Regressions with Error Components
• Title not available (Why is that?)
• Sum of Profiles Model with Exchangeably Distributed Errors

Cited In (31)

• Seemingly unrelated regressions with identical regressors: a note
• Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Selecting estimators and variables in the seemingly unrelated regression model
• Some overall properties of seemingly unrelated regression models
• Title not available (Why is that?)
• SUR approach for IV estimation of canonical contagion models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Seemingly unrelated systems of econometric equations
• Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
• Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system
• Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
• A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
• The computation of test statistics for multivariate regression models in event studies
• R² in Seemingly Unrelated Regression Equations
• Median regression for SUR models with the same explanatory variables in each equation
• A novel approach for estimating seemingly unrelated regressions with high-order autoregressive disturbances
• Title not available (Why is that?)
• On Bayesian analysis of seemingly unrelated regression model with skew distribution error
• Unobserved variables. Models and misunderstandings
• Predictions under a system of linear regression models with correlated errors
• Seemingly unrelated reduced-rank regression model
• Empirical likelihood for panel data models with spatial errors
• Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
• Some remarks on a pair of seemingly unrelated regression models
• Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

This page was built for publication: Seemingly unrelated regression models.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1950795)