Inference in Seemingly Unrelated Regression Equations Models: Feasible Estimation - Couverture souple

Nagabhushana Rao, R.V.S.S.; Balasiddamuni, Pagadala; Murthy, B. Ramana

 
9783659364945: Inference in Seemingly Unrelated Regression Equations Models: Feasible Estimation

Synopsis

This book has brought out the current estimation methods, stressing the basic inferential methods and discussing the various related problems arising in applying the methods to SURE models. Firstly, the SURE model with first-order scalar autoregressive errors ; secondly , an Estimation procedure has been developed for SURE model with first-order scalar autoregressive errors ; thirdly, the SURE model with first-order vector autoregressive errors has been specified and a new inferential techniques has been developed for its estimation ; fourthly, an adaptable Ridge Regression estimation technique has been proposed for the SURE model under the problem of multicollinearity; finally , two new test procedures have been developed for testing nested and non-nested general linear hypotheses about the parameters to the SURE modeLS

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À propos de l?auteur

Working as Senior Lecturer in Statistics in JAGAN'S DEGREE & PG College, Nellor,A.P.INDIA. He has 12 years of teaching experience.He has published 5 papers in National/International Journals and 9 Research Papers were presented at National/International Seminars / Conferences.

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