Smooth coefficient estimation of a seemingly unrelated regression
From MaRDI portal
Recommendations
- Efficient estimation of varying coefficient seemly unrelated regression model
- Smooth coefficient estimation of stochastic frontier models
- scientific article; zbMATH DE number 233047
- Efficient semiparametric seemingly unrelated quantile regression estimation
- Seemingly unrelated systems of econometric equations
Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- A nonparametric random effects estimator
- A simple consistent bootstrap test for a parametric regression function
- A simple method to visualize results in nonlinear regression models
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- An algorithm to estimate time-varying parameter SURE models under different types of restriction
- Asymptotic Theory of Integrated Conditional Moment Tests
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Efficient semiparametric seemingly unrelated quantile regression estimation
- Functional coefficient instrumental variables models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-coefficient models for nonstationary time series data
- Identification in Nonparametric Simultaneous Equations Models
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Local regression for vector responses
- Local structural quantile effects in a model with a nonseparable control variable
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- NONPARAMETRIC SIGNIFICANCE TESTING
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Nonparametric estimation and testing of fixed effects panel data models
- Nonparametric estimation of regression functions with both categorical and continuous data
- Nonparametric estimation of time varying parameters under shape restrictions
- Prior Information on the Coefficients when the Disturbance Covariance Matrix is Unknown
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Projection pursuit
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Statistical estimation in varying coefficient models
- Trending time-varying coefficient time series models with serially correlated errors
Cited in
(9)- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- On estimating regression coefficients in seemingly unrelated regression system
- Large system of seemingly unrelated regressions: a penalized quasi-maximum likelihood estimation perspective
- Series estimation for single-index models under constraints
- Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis
- Regression discontinuity with categorical outcomes
- Does bitcoin dominate the price discovery of the cryptocurrencies market? A time-varying information share analysis
- Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss
This page was built for publication: Smooth coefficient estimation of a seemingly unrelated regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496154)
