Bootstrapping estimators for the seemingly unrelated regressions model

DOI10.1080/00949659608811727MaRDI QIDQ4355602zbMATH OpenOpenAlexFDO

Authors R. Carter Hill, Phillip A. Cartwright, Julia F. Arbaugh

Publication date 21 September 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659608811727

zbMATH Keywords

bootstrapseemingly unrelated regressionsStein rulesempirical Bayes estimatorsprice-promotion model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
• Bootstrap methods: another look at the jackknife
• Bootstrapping regression models
• Estimation of seemingly unrelated regression equations
• Finite sample moments of a bootstrap estimator of the james-stein rule
• Jackknife, bootstrap and other resampling methods in regression analysis
• Maximization by Quadratic Hill-Climbing
• Monte Carlo and bootstrap testing of demand homogeneity
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates
• Shrinkage estimation in nonlinear regression: The Box-Cox transformation
• Some asymptotic theory for the bootstrap
• The exact distribution of the Stein-rule estimator

Cited in

(7)

• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
• scientific article; zbMATH DE number 1775003 (Why is no real title available?)
• A simulation study for SURE estimators with an application in air navigation in Saudi Arabia
• A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
• Bootstrap of minimum distance estimators in regression with correlated disturbances
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
• Bootstrap Bartlett adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model

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