Seemingly Unrelated Regression Equations Models

Estimation and Inference

Virendera K. Srivastava, David E.A. Giles (Autoren)

Buch | Softcover

392 Seiten

2019
CRC Press (Verlag)
978-0-367-45148-6 (ISBN)

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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.

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

Erscheinungsdatum	03.12.2019
Reihe/Serie	Statistics: A Series of Textbooks and Monographs
Verlagsort	London
Sprache	englisch
Maße	152 x 229 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik
ISBN-10	0-367-45148-4 / 0367451484
ISBN-13	978-0-367-45148-6 / 9780367451486
Zustand	Neuware