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Seemingly Unrelated Regression Equations Models Virendera K. Srivastava

Seemingly Unrelated Regression Equations Models By Virendera K. Srivastava

Seemingly Unrelated Regression Equations Models by Virendera K. Srivastava

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Summary

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.

Seemingly Unrelated Regression Equations Models Summary

Seemingly Unrelated Regression Equations Models: Estimation and Inference by Virendera K. Srivastava

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.

About Virendera K. Srivastava

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

Table of Contents

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

Additional information

NPB9780824776107
9780824776107
0824776100
Seemingly Unrelated Regression Equations Models: Estimation and Inference by Virendera K. Srivastava
Virendera K. Srivastava
Statistics: A Series of Textbooks and Monographs
New
Hardback
Taylor & Francis Inc
1987-05-29
392
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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