Smooth coefficient estimation of a seemingly unrelated regression
DOI10.1016/J.JECONOM.2015.07.002zbMATH Open1337.62076OpenAlexW1538807736MaRDI QIDQ496154FDOQ496154
Authors: Daniel J. Henderson, Christopher F. Parmeter, Subal C. Kumbhakar, Qi Li 
Publication date: 18 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.07.002
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
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Cited In (9)
- On estimating regression coefficients in seemingly unrelated regression system
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE
- Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis
- Series estimation for single‐index models under constraints
- Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss
- Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system
- Regression discontinuity with categorical outcomes
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis
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