Seemingly Unrelated Regression Equations Models

Estimation and Inference

AvVirendera K. Srivastava,David E.A. Giles

Häftad, Engelska, 2019

Del i serien Statistics: A Series of Textbooks and Monographs

641 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2019-12-02
Mått:152 x 229 x 21 mm
Vikt:453 g
Format:Häftad
Språk:Engelska
Serie:Statistics: A Series of Textbooks and Monographs
Antal sidor:392
Förlag:Taylor & Francis Ltd
ISBN:9780367451486

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

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

Innehållsförteckning

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