Variable Selection in Seemingly Unrelated Regressions with Random Predictors
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: Bayesian Analysis
سال: 2017
ISSN: 1936-0975
DOI: 10.1214/17-ba1053