Seemingly unrelated systems of econometric equations

DOI10.1080/02664763.2016.1182131OpenAlexW2363331930MaRDI QIDQ5138564FDOQ5138564

Authors: Eudoxia Kakarantza, Spyridon D. Symeonides 

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1182131

Recommendations

• Seemingly unrelated regression models.
• scientific article; zbMATH DE number 3967769
• Publication:4721491
• scientific article; zbMATH DE number 193897
• scientific article; zbMATH DE number 4159899

zbMATH Keywords

estimation efficiencySUR modelssimultaneous equations systemsCowles commission

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Title not available (Why is that?)
• Notation in econometrics: a proposal for a standard
• Three-Stage Least-Squares and Full Maximum Likelihood Estimates
• Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators

Cited In (5)

• Smooth coefficient estimation of a seemingly unrelated regression
• SUR approach for IV estimation of canonical contagion models
• Title not available (Why is that?)
• Title not available (Why is that?)
• A novel approach for estimating seemingly unrelated regressions with high-order autoregressive disturbances

This page was built for publication: Seemingly unrelated systems of econometric equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5138564)