Seemingly unrelated regression equations models: estimation and inference

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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.

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Title Statements

Full title :Seemingly unrelated regression equations models : estimation and inference / Virendra K. Srivastava, David E.A. Giles.

Summary

Edition Statements

Publication Date:2020

Publication Statements

Publisher(s):CRC Press
Place of Publication:Boca Raton
Language:eng
Publication Date:2020

Notes

Originally published: New York : Marcel Dekker, Inc., 1987.

The Physical Object

Description:1 online resource (392 pages) : : illustrations

Edition Identifiers

ISBN:9781003065654, 1003065651, 9781000127607, 1000127605, 9781000105728, 1000105725, 9781000148930, 1000148939
oclc:on1190776741
LC Classification:QA276.8
Dewey Decimal:511/.4

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