An Application of Matrix Power Series to Linear Models
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Publication:3168535
DOI10.1080/03610926.2010.542853zbMath1319.62142MaRDI QIDQ3168535
Publication date: 31 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.542853
Cites Work
- Efficient estimation of two seemingly unrelated regression equations
- Estimation of seemingly unrelated regressions with unequal numbers of observations
- Testing the stationarity of interest rates using a SUR approach
- MSEM dominance of estimators in two seemingly unrelated regressions
- A computationally efficient method for solving SUR models with orthogonal regressors