Efficient estimation of varying coefficient seemly unrelated regression model

DOI10.1007/S10255-014-0301-3zbMATH Open1302.62129OpenAlexW2065567727MaRDI QIDQ403455FDOQ403455

Authors: Qunfang Xu, Yang Bai 

Publication date: 29 August 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0301-3

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• scientific article; zbMATH DE number 5952274

zbMATH Keywords

asymptotic normalityseemingly unrelated regressionvarying coefficientcontemporaneous correlationseries approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cited In (9)

• Title not available (Why is that?)
• Efficient semiparametric seemingly unrelated quantile regression estimation
• On estimating regression coefficients in seemingly unrelated regression system
• Smooth coefficient estimation of a seemingly unrelated regression
• A new estimate of regression coefficients in seemingly unrelated regression system
• Dynamic Seemingly Unrelated Cointegrating Regressions
• Title not available (Why is that?)
• Statistical inference on seemingly unrelated single-index regression models
• Efficient estimation of two seemingly unrelated regression equations

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