An error-components procedure (ECP) for introducing prior information about covariance matrices and analysis of multivariate regression models
Arnold Zellner
| Year of publication: |
1979
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| Authors: | Zellner, Arnold |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 20.1979, 3, p. 679-692
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| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Multiple Regression | Multiple regression |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003029610