High-correlated residuals improved estimation in the high-dimensional SUR model
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Publication:5084940
DOI10.1080/03610918.2017.1309429OpenAlexW2603961080MaRDI QIDQ5084940FDOQ5084940
Authors: Li Zhao, L. Yan, Xingzhong Xu 
Publication date: 29 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2017.1309429
high dimensionseemingly unrelated regression modelregression coefficientssignificant correlationtwo-stage improved estimator
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- Highly accurate likelihood analysis for the seemingly unrelated regression problem
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Efficient estimation of two seemingly unrelated regression equations
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
- On efficient estimators of two seemingly unrelated regressions
- Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
- Feasible ridge estimator in seemingly unrelated semiparametric models
Cited In (2)
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