An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Cited In (only showing first 100 items - show all)

Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
A comparative study of algorithms for solving seemingly unrelated regressions models
A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
Preliminary test and Stein estimations in simultaneous linear equations
Estimation of seemingly unrelated regression equations
Connection between uniform and serial correlation structure in the growth curve model
Multivariate regression models for discrete and continuous repeated measurements
Constructing structural VAR models with conditional independence graphs
A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
Ridge regression in the context of a system of seemingly unrelated regression equations
The sequential generation of multiresponse d-optimal designs when the variance-covariance matrix is not known
Computing all roots of the likelihood equations of seemingly unrelated regressions
Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
One-sided tests for independence of seemingly unrelated regression equations
Goodness-of-fit in the seemingly unrelated regressions model. A generalization
The reconstruction of index data in aggregative econometric models
Estimations of parametric functions under a system of linear regression equations with correlated errors
Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
Analysis of multivariate longitudinal data using quasi-least squares
Developing Ridge Parameters for SUR Model
Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
Testing equality of regression coefficients in heteroscedastic normal regression models
Gains in efficiency from joint estimation of systems of autoregressive- moving average processes
Cross-Sectional Dependence in Panel Data Analysis
Two-stage estimation for seemingly unrelated nonparametric regression models
Locally optimal designs for multivariate generalized linear models
Local regression for vector responses
Improved Liu-type estimator of parameters in two seemingly unrelated regressions
On efficient estimators of two seemingly unrelated regressions
Normal linear regression models with recursive graphical Markov structure
Panel data models with cross-sectional dependence: a selective review
Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
A comparison of semiparametric and heterogeneous store sales models for optimal category pricing
Errors-in-variables in demand systems
Test for independence of two multivariate regression equations with different design matrices
The Cgmanova Model
A generalization of the growth curve model which allows missing data
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
General multivariate linear models for longitudional studies
Tensor products and matrix differential calculus
Pooling data for the analysis of dynamic marketing systems
Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models
Childcare and participation at work in North-East Italy: why do Italian and foreign mothers behave differently?
MSEM dominance of estimators in two seemingly unrelated regressions
Empirical likelihood for panel data models with spatial errors
Seemingly unrelated nonparametric models with positive correlation and constrained error variances
On tests for selection of variables and independence under multivariate regression models
Dynamics of the presidential veto: A computational analysis
A general multivariate chain ladder model
Flat and multimodal likelihoods and model lack of fit in curved exponential families
SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
Unobserved heterogeneity in panel time series models
An analysis of the performance of university-affiliated credit unions
Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
Some notes on linear sufficiency
Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
Statistical inference on seemingly unrelated single-index regression models
An alternative approach for the numerical solution of seemingly unrelated regression equations models
Consistent group selection with Bayesian high dimensional modeling
Linear aggregation in cointegrated systems
Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy
Robust estimation of the SUR model
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
Modeling rule-based item generation
Weak and strong cross-section dependence and estimation of large panels
NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL
Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap
Joint mean-covariance estimation via the horseshoe
Testing weak cross-sectional dependence in large panels
Estimation for varying coefficient panel data model with cross-sectional dependence
A bias-adjusted LM test of error cross-section independence
Seemingly unrelated nonlinear regressions
Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
Maximum likelihood analysis of linear mediation models with treatment-mediator interaction
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
Exact testing in multivariate regression
Multivariate trend function testing with mixed stationary and integrated disturbances
Analysis of bivariate zero inflated count data with missing responses
On estimating regression coefficients in seemingly unrelated regression system
Nonparametric seemingly unrelated regression
Ancestral graph Markov models.
Feasible ridge estimator in partially linear models
Efficient estimation of varying coefficient seemly unrelated regression model
Identification, inference and sensitivity analysis for causal mediation effects
Smooth coefficient estimation of a seemingly unrelated regression
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
An algorithm to estimate time-varying parameter SURE models under different types of restriction
Imposing curvature restrictions on flexible functional forms
A nonparametric test for poolability using panel data
Markov equivalence for ancestral graphs
Stochastic specification of production functions and economic implications
On restricted estimation in linear models
High-dimensional covariance matrix estimation in approximate factor models
On Bayesian estimation of seemingly unrelated regressions when some observations are missing
Estimation of seemingly unrelated regressions with unequal numbers of observations
Exact Tests in Panel Data Using Generalizedp-Values
On B-robust instrumental variable estimation of the linear model with panel data.

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