Selecting the covariance structure for the seemingly unrelated regression models

Selecting the covariance structure for the seemingly unrelated regression models

Objective: This paper is concerned with evaluating suggested approach of selecting the suitable covariance structure for fitting the seemingly unrelated regression equations (SURE) models efficiently. Method: The paper assessed AL-Marshadi (2014) methodology in terms of its percentage of times that...

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Bibliographic Details
Main Authors: Ali Hussein AL-Marshadi, Muhammad Aslam, Abdullah Alharbey
Format: Article
Language:English
Published: Elsevier 2022-06-01
Series:Journal of King Saud University: Science
Subjects:
Covariance structure
SURE models
Restricted maximum likelihood
Online Access:http://www.sciencedirect.com/science/article/pii/S1018364722002087

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http://www.sciencedirect.com/science/article/pii/S1018364722002087

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