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Seemingly Unrelated Regression Equations Models
Estimation and Inference
Langbeschreibung
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.
Inhaltsverzeichnis
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
Srivastava, Virendera K.; Giles, David E.A.
ISBN-13:
9780367451486
Veröffentl:
2019
Erscheinungsdatum:
02.12.2019
Seiten:
392
Autor:
Virendera K Srivastava
Gewicht:
526 g
Format:
229x152x21 mm
Sprache:
Englisch
57,50 €*
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