Seemingly Unrelated Regression Equations Models

Estimation and Inference

AvVirendera K. Srivastava,David E.A. Giles

Inbunden, Engelska, 1987

Del i serien Statistics: A Series of Textbooks and Monographs

3 017 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Häftad

709 kr

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:1987-05-29
Mått:152 x 229 x 26 mm
Vikt:680 g
Format:Inbunden
Språk:Engelska
Serie:Statistics: A Series of Textbooks and Monographs
Antal sidor:392
Förlag:Taylor & Francis Inc
ISBN:9780824776107

Utforska kategorier

Matematikens grunder 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

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Seemingly Unrelated Regression Equations Models

Estimation and Inference

AvVirendera K. Srivastava,David E.A. Giles

Inbunden, Engelska, 1987

Del i serien Statistics: A Series of Textbooks and Monographs

3 017 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Häftad

709 kr

Beskrivning

Produktinformation

Utgivningsdatum:1987-05-29
Mått:152 x 229 x 26 mm
Vikt:680 g
Format:Inbunden
Språk:Engelska
Serie:Statistics: A Series of Textbooks and Monographs
Antal sidor:392
Förlag:Taylor & Francis Inc
ISBN:9780824776107

Utforska kategorier

Matematikens grunder 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