Estimation of Seemingly Unrelated Regression Equations with Non-Normal Disturbances
نویسندگان
چکیده
منابع مشابه
Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation
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Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covaria...
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ژورنال
عنوان ژورنال: International Journal of Social Relevance & Concern
سال: 2018
ISSN: 2347-9698
DOI: 10.26821/ijsrc.6.11.2018.61101