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by john_stranger
Wed Sep 26, 2012 3:47 pm
Forum: Estimation
Topic: Seemingly Unrelated Regressions and robust covariance matrix
Replies: 23
Views: 14745

Re: Seemingly Unrelated Regressions and robust covariance ma

I guess I need to be a bit clearer on what you want (and what I mean :)). The seemingly unrelated refers to the fact that you have a set of equations with no apparent cross-equation restrictions, but with non-zero off-diagonals. For the purposes of this discussion there are couple of ways to procee...

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