Application of covariance adjustment to seemingly unrelated multivariate regressions
نویسندگان
چکیده
منابع مشابه
Seemingly Unrelated Regressions
This article considers the seemingly unrelated regression (SUR) model first analyzed by Zellner (1962). We describe estimators used in the basic model as well as recent extensions.
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2018
ISSN: 2383-4757
DOI: 10.29220/csam.2018.25.6.577