Estimation and Inference for Heteroscedastic Systems of Equations

DOI10.2307/2648786zbMATH Open0538.62098OpenAlexW1998826973MaRDI QIDQ3324904FDOQ3324904

Gregory M. Duncan

Publication date: 1983

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2648786

zbMATH Keywords

heteroscedasticityseemingly unrelated regressionsimulationsparameter restrictionsrobust parameter covariance matrices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (3)

• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• The Use of Multivariate Generated Regressors in the Presence of Heteroskedasticity
• Robust Wald Tests in Sur Systems with Adding-up Restrictions

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