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

Seemingly Unrelated Regression Equations Models: Estimation and Inference: Statistics: A Series of Textbooks and Monographs

Autor Virendera K. Srivastava, David E.A. Giles
en Limba Engleză Hardback – 29 mai 1987
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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Puncte Express: 1986
Paperback 43076 lei
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Specificații

ISBN-13: 9780824776107
ISBN-10: 0824776100
Pagini: 392
Ilustrații: illustrations
Dimensiuni: 152 x 229 x 23 mm
Greutate: 0.68 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Statistics: A Series of Textbooks and Monographs

Public țintă

Professional

Cuprins

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

Descriere

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.