Estimation and Inference for Heteroscedastic Systems of Equations

DOI10.2307/2648786zbMATH Open0538.62098OpenAlexW1998826973MaRDI QIDQ3324904FDOQ3324904

Authors: 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

Recommendations

• scientific article; zbMATH DE number 3934248
• scientific article; zbMATH DE number 799018
• Statistical inference for partially linear stochastic models with heteroscedastic errors
• Structural inference of the parameters of the heteroscedastic simultaneous equation model
• L-estimatton for linear heteroscedastic models
• Parameter Estimation in Conditional Heteroscedastic Models

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

This page was built for publication: Estimation and Inference for Heteroscedastic Systems of Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3324904)