Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 12 (1996)
Issue (Month): 03 (August)
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- Fraser, D.A.S. & Rekkas, M. & Wong, A., 2005. "Highly accurate likelihood analysis for the seemingly unrelated regression problem," Journal of Econometrics, Elsevier, vol. 127(1), pages 17-33, July.
- Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand," CRIEFF Discussion Papers 0519, Centre for Research into Industry, Enterprise, Finance and the Firm.
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"Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions,"
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0111, Université Laval - Département d'économique.
- Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN.
- Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series 1999:2, Uppsala University, Department of Economics.
- Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
- Bhattacharjee, Arnab & Jensen-Butler, Chris, 2011.
"Estimation of the Spatial Weights Matrix under Structural Constraints,"
SIRE Discussion Papers
2011-48, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics 254, Economic Studies, University of Dundee.
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