Registro de evidencia del método

Seemingly Unrelated Regression

Seemingly Unrelated Regressions, introduced by Arnold Zellner in 1962, is a system regression method that estimates several linear equations jointly when their error terms are correlated across equations. By exploiting that cross-equation correlation through generalized least squares, it is more efficient than estimating each equation separately by OLS.

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Seemingly Unrelated Regressions (SUR)

Registro del método taxonómico · regression-model / econometrics

Zellner, A. (1962). An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Journal of the American Statistical Association, 57(298), 348-368. · DOI 10.1080/01621459.1962.10480664

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Métodos relacionados

Generado a partir del grafo de métodos y mostrado como relaciones sugeridas por la máquina; no se infiere ninguna afirmación de evidencia.

Same method family2SLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familySystem GMMmachine-suggested · Relational suggestion, not evidence.Same method familyThree-Stage Least Squaresmachine-suggested · Relational suggestion, not evidence.