Two-stage estimation for seemingly unrelated nonparametric regression models

DOI10.1007/S11424-007-9048-8zbMATH Open1138.93420OpenAlexW1998240618MaRDI QIDQ2425834FDOQ2425834

Authors: Shangyu Xie, Yong Zhou, Jinhong You 

Publication date: 7 May 2008

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-007-9048-8

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zbMATH Keywords

asymptotic normalityseemingly unrelated regressionnonparametric modeltwo-stage estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation and detection in stochastic control theory (93E10)

Cites Work

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Cited In (17)

• Transport costs and China's exports: some empirical evidences
• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Efficient estimation for error component seemingly unrelated nonparametric regression models
• Nonparametric seemingly unrelated regression
• A two-stage hybrid procedure for estimating an inverse regression function
• Efficient estimation of varying coefficient seemly unrelated regression model
• Two-phase nonlinear regression with smooth transition
• Two-stage Huber estimation
• Nonparametric, semiparametric and SUR models for continuous longitudinal data
• Estimation of Parameters in the Joinpoint Two-Regime Regression Model
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• Simulation-based two-stage estimation for multiple nonparametric regression
• A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
• A novel perspective for parameter estimation of seemingly unrelated nonlinear regression
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• Recycled two-stage estimation in nonlinear mixed effects regression models
• Statistical inference on seemingly unrelated single-index regression models

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