Estimation and Inference for Heteroscedastic Systems of Equations

A method for estimation of heteroscedastic systems of equations that are more efficient than SUR and produce robust covariance matrices for parameter estimators is developed and applied to the Klein railroad data

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Year of publication:	2005
Authors:	Duncan, Gregory M.
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory \| Induktive Statistik \| Statistical inference \| Heteroskedastizität \| Heteroscedasticity \| Schätzung \| Estimation
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Economic Review, Vol. 24, No. 3., pp. 559-566, October 1983 Volltext nicht verfügbar
Classification:	C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C51 - Model Construction and Estimation ; D24 - Production; Capital and Total Factor Productivity; Capacity ; L92 - Railroads and Other Surface Transportation: Autos, Buses, Trucks and Water Carriers
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014066062