[PDF][PDF] Seemingly unrelated regression with decomposed variance-covariance matrix: a bayesian approach
OO Alaba, AA Adepoju, OE Olaomi - Journal of the Nigerian …, 2019 - researchgate.net
This article considered estimation of seemingly unrelated regression equations when the
variance-covariance is decomposed into upper and lower triangular matrices within the …
variance-covariance is decomposed into upper and lower triangular matrices within the …
Bootstrap Bartlett Adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model
We investigated hypothesis testing in Seemingly Unrelated Regression (SUR) using Log
Likelihood Ratio (LLR) test. The asymptotic distribution of this statistic is well documented in …
Likelihood Ratio (LLR) test. The asymptotic distribution of this statistic is well documented in …
The Efficiency of the KL Estimator for the Seemingly Unrelated Regression Model: Simulation and Application
OO Alaba, BMG Kibria - Journal of the Nigerian Society of …, 2023 - journal.nsps.org.ng
This paper considers the Ridge Feasible Generalized Least Squares Estimator (RFGLSE),
Ridge Seemingly Unrelated Regression RSUR and proposes the Kibria-Lukman KLSUR …
Ridge Seemingly Unrelated Regression RSUR and proposes the Kibria-Lukman KLSUR …
[PDF][PDF] Pass-through Effect Analysis Using Vector Autoregression (VAR) with Exogenous Variables
JK Njenga - Research Updates in Mathematics and Computer …, 2024 - researchgate.net
This chapter presents a VAR analysis framework for pass-through effects emanating from
macroeconomic shocks. The framework involves two critical steps. The first step involves …
macroeconomic shocks. The framework involves two critical steps. The first step involves …