Pages that link to "Item:Q5528297"

The following pages link to Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated (Q5528297):

Displaying 23 items.

• Multilevel modeling of insurance claims using copulas (Q312930) (← links)
• Two estimators for the APT model when factors are measured (Q373820) (← links)
• Goodness-of-fit in the seemingly unrelated regressions model. A generalization (Q599468) (← links)
• Estimations of parametric functions under a system of linear regression equations with correlated errors (Q601926) (← links)
• Multivariate time series modeling, estimation and prediction of mortalities (Q896760) (← links)
• Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
• Evolution of bank efficiency in Brazil: a DEA approach (Q1038399) (← links)
• On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
• New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327) (← links)
• On Bayesian estimation of seemingly unrelated regressions when some observations are missing (Q1215231) (← links)
• Estimation of seemingly unrelated regressions with unequal numbers of observations (Q1247145) (← links)
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
• Estimation of seemingly unrelated regression equations (Q1258582) (← links)
• On estimation of an econometric model of short-run bank behaviour (Q1393346) (← links)
• Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
• Alternative tests for a first-order vector autoregressive error specification (Q1844523) (← links)
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models (Q1899236) (← links)
• Predictions under a system of linear regression models with correlated errors (Q2074648) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• On maximum information strategies for estimation of stochastic multiple response systems (Q3724204) (← links)
• Covariance structure selection in general mixed models (Q4275711) (← links)
• (Q5092943) (← links)
• Finding explicit solutions for linear regression without correspondences based on rearrangement inequality (Q6567341) (← links)