Estimation and inference in sur models when the number of equations is large
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- Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001. "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series 794, The University of Melbourne.
- Zeebari, Zangin & Shukur, Ghazi & Kibria, B. M. Golam, 2010. "Modified Ridge Parameters for Seemingly Unrelated Regression Model," HUI Working Papers 43, HUI Research.
- Benjamin Verhelst & Dirk Van den Poel, 2014. "Deep habits in consumption: a spatial panel analysis using scanner data," Empirical Economics, Springer, vol. 47(3), pages 959-976, November.
- Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne.
- repec:eee:stapro:v:126:y:2017:i:c:p:119-126 is not listed on IDEAS
- Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
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Keywordsseemingly unrelated regression models; improved covariance estimation; bootstrapping; large equation systems;
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