Goodness-of-fit in the seemingly unrelated regressions model. A generalization

DOI10.1016/0304-4076(79)90069-1zbMath0414.62070OpenAlexW1504563774MaRDI QIDQ599468

A. Buse

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90069-1

zbMATH Keywords

heteroskedasticgoodness-of-fit measureautocorrelatedseemingly unrelated regressions modelsingle-equation measure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

R² in Seemingly Unrelated Regression Equations ⋮ Goodness-of-fit in the seemingly unrelated regressions model. A generalization ⋮ On the coefficient of determination for mixed regression models ⋮ Model Selection in a System of Simultaneous Equations Model

Cites Work

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• Goodness-of-fit in the seemingly unrelated regressions model. A generalization
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
• Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias