Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
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Publication:2405929
DOI10.1016/j.spl.2017.02.037zbMath1373.62366OpenAlexW2594080175MaRDI QIDQ2405929
Publication date: 28 September 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.02.037
improved estimatorgeneralized canonical correlation variablehigh dimensional seemingly unrelated regression modelZellner's two-stage estimator
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