Seemingly Unrelated Regression Equations Models

Estimation and Inference

Inbunden, Engelska, 1987

AvVirendera K. Srivastava,David E.A. Giles,David E. a. Giles,David E. A. Giles

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This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.

Produktinformation

Utgivningsdatum1987-05-29
Mått152 x 229 x 26 mm
Vikt680 g
FormatInbunden
SpråkEngelska
SerieStatistics: A Series of Textbooks and Monographs
Antal sidor392
FörlagTaylor & Francis Inc
ISBN9780824776107

Tillhör följande kategorier

1. The Seemingly Unrelated Regression Equations Model 2. The Least Squares Estimator and Its Variants 3. Approximate Distribution Theory for Feasible Generalized Least Squares Estimators 4. Exact Finite-Sample Properties of Feasible Generalized Least Squares Estimators 5. Iterative Estimators 6. Shrinkage Estimators 7. Auto regressive Disturbances 8. Heteroscedastic Disturbances 9. Constrained Error Covariance Structures 10. Prior Information 11. Some Miscellaneous Topics