Seemingly unrelated regressions
Автор:
Jesse Russell,Ronald Cohn, издатель:
"VSD", ISBN:
978-5-5114-0931-3
High Quality Content by WIKIPEDIA articles! In econometrics, the seemingly unrelated regressions (SUR) or seemingly unrelated regression equations (SURE) model, proposed by Arnold Zellner in (1962), is a generalization of a linear regression model that con