A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances

DOI10.1080/03610918.2013.784337zbMath1462.62408OpenAlexW2070887433MaRDI QIDQ2876126

Barış Aşıkgil

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.784337

zbMATH Keywords

linear regressiontaperingSURcontemporaneous correlationhigh-order AR disturbances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

Seemingly unrelated regression tree

Cites Work

• Small sample effects in time series analysis: A new asymptotic theory and a new estimate
• Generalized Levinson--Durbin and Burg algorithms.
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Polynomial tapered two-stage least squares method in nonlinear regression
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations

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