Seemingly Unrelated Regression Equations Models: Estimation and Inference, 1st Edition (Hardback) book cover

Seemingly Unrelated Regression Equations Models

Estimation and Inference, 1st Edition

By Virendera K. Srivastava, David E.A. Giles

CRC Press

392 pages

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Hardback: 9780824776107
pub: 1987-05-29
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Description

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.

Table of Contents

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

About the Series

Statistics: A Series of Textbooks and Monographs

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Subject Categories

BISAC Subject Codes/Headings:
MAT029000
MATHEMATICS / Probability & Statistics / General