Seemingly unrelated nonparametric models with positive correlation and constrained error variances
AbstractA 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 99 (2008)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/ecolet
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- Bin Zhou & Qinfeng Xu & Jinhong You, 2011. "Efficient estimation for error component seemingly unrelated nonparametric regression models," Metrika, Springer, vol. 73(1), pages 121-138, January.
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