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Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications

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  • Mandy, David M.
  • Martins-Filho, Carlos

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  • Mandy, David M. & Martins-Filho, Carlos, 1993. "Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications," Journal of Econometrics, Elsevier, vol. 58(3), pages 315-346, August.
    • Handle: RePEc:eee:econom:v:58:y:1993:i:3:p:315-346
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    Cited by:

    1. Alexandre Manoel Angelo da Silva, 2001. "Setor Aéreo Doméstico Brasileiro: uma Função Custo," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 069, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
    3. Surajit, R. & Ravikumar, B. & Savin, N.E., 1998. "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Working Papers 98-01, University of Iowa, Department of Economics.
    4. Xu, Qinfeng & You, Jinhong & Zhou, Bin, 2008. "Seemingly unrelated nonparametric models with positive correlation and constrained error variances," Economics Letters, Elsevier, vol. 99(2), pages 223-227, May.
    5. Haupt, Harry & Oberhofer, Walter, 2006. "Generalized adding-up in systems of regression equations," Economics Letters, Elsevier, vol. 92(2), pages 263-269, August.
    6. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
    7. Jinhong You & Xian Zhou, 2010. "Statistical inference on seemingly unrelated varying coefficient partially linear models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 227-253, May.
    8. Creel, Michael & Farell, Montserrat, 1996. "SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form," Economics Letters, Elsevier, vol. 53(3), pages 239-245, December.

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