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

DOI10.1080/07474930008800461MaRDI QIDQ4493475zbMATH OpenOpenAlexFDO

Authors

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

• scientific article; zbMATH DE number 3746303 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 1521551 (Why is no real title available?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bootstrapping time series models
• Maximum entropy histograms
• Some improvements for bootstrapping regression estimators under first- order serial correlation

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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