Data/hora: 11/06/2024 09:27:23

Provedor de dados: | 31
País: | United States
Título: | ENTROPY-BASED SEEMINGLY UNRELATED REGRESSION
Autores: | Harmon,   Alice; Preckel,   Paul V.; Eales,   James S.
Data: | 1998-06-30
Ano: | 1998
Palavras-chave: | Entropy; Econometrics; Seemingly unrelated regression; Research Methods/ Statistical Methods.
Resumo: | We adapt the classical SUR procedure to a minimum cross entropy approach to estimate linear systems of equations where the errors across equations are correlated.  We conclude that our entropy-based approach may provide a reasonable substitute for SUR in cases where classical methods may not be applied due to shortages of data.
Tipo: | Working or Discussion Paper
Idioma: | Inglês

Identificador:

871

http://purl.umn.edu/28682

Editor: | AgEcon Search

Relação:

Purdue University&gt;Department of Agricultural Economics&gt;Staff Papers

Staff Paper 98-8

Formato:

12

application/pdf