Estimation and inference in sur models when the number of equations is large

DOI10.1080/07474930008800461zbMATH Open1057.62530OpenAlexW2015534783MaRDI QIDQ4493475FDOQ4493475

Author name not available (Why is that?)

Publication date: 2000

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930008800461

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrapping time series models
• Some improvements for bootstrapping regression estimators under first- order serial correlation
• Maximum entropy histograms
• Title not available (Why is that?)

Cited In (3)

• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• Developing Ridge Parameters for SUR Model
• Modified Ridge Parameters for Seemingly Unrelated Regression Model

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