| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062174 | Economics Letters | 2008 | 5 Pages |
Abstract
A new estimation is proposed for seemingly unrelated nonparametric regression models where variance of disturbance in an equation is larger than that in the preceding equation, and all of the correlation coefficients between the disturbances across the equations are positive.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Qinfeng Xu, Jinhong You, Bin Zhou,