Some remarks on a pair of seemingly unrelated regression models

Linear regression models are foundation of current statistical theory and have been a prominent object of study in statistical data analysis and inference. A special class of linear regression models is called the seemingly unrelated regression models (SURMs) which allow correlated observations betw...

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Bibliographic Details
Main Authors: Hou Jian, Zhao Yong
Format: Article
Language:English
Published: De Gruyter 2019-08-01
Series:Open Mathematics
Subjects:
Online Access:https://doi.org/10.1515/math-2019-0077