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Seemingly unrelated nonparametric models with positive correlation and constrained error variances

A new estimation is proposed for seemingly unrelated nonparametric regression models where variance of disturbance in an equation is larger than that in the preceding equation, and all of the correlation coefficients between the disturbances across the equations are positive.
Year of publication:
2008
Authors: Xu, Qinfeng ; You, Jinhong ; Zhou, Bin
Published in:
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 99.2008, 2, p. 223-227
Publisher: Elsevier
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005270287
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