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Estimation of Seemingly Unrelated Regressions with Random Coefficients

โœ Scribed by Balvir Singh and Aman Ullah


Book ID
125215294
Publisher
American Statistical Association
Year
1974
Tongue
English
Weight
711 KB
Volume
69
Category
Article
ISSN
0162-1459

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The numerical solution of seemingly unrelated regression (SUR) models with vector autoregressive disturbances is considered. Initially, an orthogonal transformation is applied to reduce the model to one with smaller dimensions. The transformed model is expressed as a reduced-size SUR model with stoc