Pages that link to "Item:Q5720565"
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The following pages link to An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias (Q5720565):
Displaying 50 items.
- BART: Bayesian additive regression trees (Q65651) (← links)
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Gaussian parsimonious clustering models with covariates and a noise component (Q84391) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data (Q140960) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Analysis of bivariate zero inflated count data with missing responses (Q276972) (← links)
- On estimating regression coefficients in seemingly unrelated regression system (Q277065) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
- Efficiency and effectiveness in the urban public transport sector: a critical review with directions for future research (Q320614) (← links)
- A confidence region for the ridge path in multiple response surface optimization (Q322986) (← links)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Optimal design of multi-response experiments using semi-definite programming (Q374619) (← links)
- Positive definite maximum likelihood covariance estimators (Q375043) (← links)
- Goodness-of-fit for allocation models (Q375057) (← links)
- Feasible ridge estimator in partially linear models (Q391512) (← links)
- Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445) (← links)
- Improved Liu-type estimator of parameters in two seemingly unrelated regressions (Q469949) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Childcare and participation at work in North-East Italy: why do Italian and foreign mothers behave differently? (Q497830) (← links)
- Some notes on linear sufficiency (Q513677) (← links)
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- Statistical inference on seemingly unrelated single-index regression models (Q519231) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Modeling rule-based item generation (Q538822) (← links)
- Goodness-of-fit in the seemingly unrelated regressions model. A generalization (Q599468) (← links)
- The reconstruction of index data in aggregative econometric models (Q599472) (← links)
- Estimations of parametric functions under a system of linear regression equations with correlated errors (Q601926) (← links)
- On efficient estimators of two seemingly unrelated regressions (Q633050) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- A general multivariate chain ladder model (Q661202) (← links)
- Preliminary test and Stein estimations in simultaneous linear equations (Q665940) (← links)
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models (Q670113) (← links)
- Linear aggregation in cointegrated systems (Q673689) (← links)
- An alternative approach for the numerical solution of seemingly unrelated regression equations models (Q673732) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (Q689432) (← links)
- Bayesian inference for the correlation coefficient in two seemingly unrelated regressions (Q693258) (← links)
- Efficient estimation of two seemingly unrelated regression equations (Q700150) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression (Q730726) (← links)
- Errors-in-variables in demand systems (Q760749) (← links)
- Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
- Measuring the impact of research and development on technological change. An application of Basmann-Hayes-Slottje's approach (Q806764) (← links)
