Virendera K. Srivastava, David E. A. Giles

Seemingly Unrelated Regression Equations Models (eBook, PDF)

Estimation and Inference

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 392
• Erscheinungstermin: 13. August 2020
• Englisch
• ISBN-13: 9781000105728
• Artikelnr.: 59937234

Autorenporträt

Srivastava\, Virendera K.; Giles\, David E.A.

Inhaltsangabe

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