Large system of seemingly unrelated regressions : a penalized quasi-maximum likelihood estimation perspective
Qingliang Fan, Xiao Han and Guangming Pan, Bibo Jiang
| Year of publication: |
2020
|
|---|---|
| Authors: | Fan, Qingliang ; Han, Xiao ; Pan, Guangming ; Jiang, Bibo |
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S026646661900015X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240739