نتایج جستجو برای: Seemingly Unrelated Regression (SUR)

تعداد نتایج: 433135  

2017
Monica Billio Roberto Casarin Luca Rossini

Seemingly unrelated regression (SUR) models are useful in studying the interactions among different variables. In a high dimensional setting or when applied to large panel of time series, these models require a large number of parameters to be estimated and suffer of inferential problems. To avoid overparametrization and overfitting issues, we propose a hierarchical Dirichlet process prior for ...

Journal: :Applications of Mathematics 2013

Journal: :Sociological Methods & Research 1989

2007
Stefan Lang Samson B. Adebayo Winfried J. Steiner

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...

2006
Hyungsik Roger Moon Benoit Perron

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.

Journal: :Korean Journal of Applied Statistics 2016

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