Seemingly Unrelated Regression Equations Models
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A01=David E.A. Giles
A01=Virendera K. Srivastava
advanced regression analysis applications
Asymptotic Distribution
Asymptotic Distributional Properties
Author_David E.A. Giles
Author_Virendera K. Srivastava
Auto-regressive Process
Autoregressive Disturbances
Autoregressive Scheme
Category=PBC
covariance estimation
econometric theory
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Error Component Structure
Estimation theory
FGLS Estimate
FGLS Estimator
Finite Sample Properties
Full Column Rank
GLS Estimator
GLS Method
heteroscedasticity modeling
iterative estimation methods
Least squares
Linear Homogeneous Restrictions
multivariate analysis
Multivariate Regression Model
OLS Estimate
OLS Estimator
OLS Regression
OLS Residual
Preliminary Test Estimators
Regression analysis
Regressor Matrices
shrinkage techniques
Simultaneous Equations Model
Simultaneous Structural Equations Models
SURR Estimators
Variance Covariance Matrices
Variance Covariance Matrix
Product details
- ISBN 9780824776107
- Weight: 680g
- Dimensions: 152 x 229mm
- Publication Date: 29 May 1987
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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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.
Srivastava\, Virendera K.; Giles\, David E.A.
