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
A dual approach for matrix-derivatives
Tests for sphericity under correlated multivariate regression equations model
The efficiency of an improved method of estimating seemingly unrelated regression equations
Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
Statistical inference for multivariate longitudinal data with irregular auto-correlated error process
A nonparametric empirical Bayes approach to large-scale multivariate regression
Neoclassical econometries: The kernel
The efficiency of estimating seemingly unrelated regression equations
Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Univariate and multivariate claims reserving with generalized link ratios
Restrictions on variables
Learning in a misspecified multivariate self-referential linear stochastic model
High-dimensional posterior consistency in Bayesian vector autoregressive models
Solution to the Siegel paradox
Bank exposure to interest rate risks during financial liberalization: Evidence from South Korea
New evidence on the small properties of estimators of SUR models with autocorrelated disturbances
On construction of improved estimators in multiple-design multivariate linear models under general restriction
A comment on the use of auxiliary or surrogate outcome data
On the cumulants of affine equivariant estimators in elliptical families
On maximum information strategies for estimation of stochastic multiple response systems
Computationally efficient methods for estimating the updated-observations SUR models
Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors
Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
Small samples and collateral information. An application of the hyperparameter model
Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
Inductive transfer with context-sensitive neural networks
Conditional independence models for seemingly unrelated regressions with incomplete data
Coefficients of correlation for simultaneous equation systems
Estimation of the parameters in a two linear regression equations system with identical parameter vectors
Computational issues in the sequential probit model: a Monte Carlo study

This page was built for publication: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5720565)