Seemingly Unrelated Regression

Seemingly Unrelated Regression

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1311-7119-2
Объём: 104 страниц
Масса: 178 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

High Quality Content by WIKIPEDIA articles! In econometrics, seemingly unrelated regression (SUR), model developed by Arnold Zellner and first published in Zellner (1962), is a technique for analyzing a system of multiple equations with cross-equation parameter restrictions and correlated error terms.An economic model may contain multiple equations which are independent of each other on the surface: they are not estimating the same dependent variable, they have different independent variables, etc. However, if the equations are using the same data, the errors may be correlated across the equations. SUR is an extension of the linear regression model which allows correlated errors between equations.

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