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
Seemingly Unrelated Generalized Linear Models
โ Scribed by L. P. Lefkovitch
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 731 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0323-3847
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