Inference in Seemingly Unrelated Regression Equations Models Feasible Estimation
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- Englisch ausgewählt
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Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
25.03.2013
Verlag
LAP LAMBERT Academic PublishingSeitenzahl
316
Maße (L/B/H)
22/15/2 cm
Gewicht
489 g
Sprache
Englisch
ISBN
978-3-659-36494-5
This book has brought out the current estimation methods, stressing the basic inferential methods and discussing the various related problems arising in applying the methods to SURE models. Firstly, the SURE model with first-order scalar autoregressive errors ; secondly , an Estimation procedure has been developed for SURE model with first-order scalar autoregressive errors ; thirdly, the SURE model with first-order vector autoregressive errors has been specified and a new inferential techniques has been developed for its estimation ; fourthly, an adaptable Ridge Regression estimation technique has been proposed for the SURE model under the problem of multicollinearity; finally , two new test procedures have been developed for testing nested and non-nested general linear hypotheses about the parameters to the SURE modeLS
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