Structural breaks in seemingly unrelated regression models
Year of publication: |
2024
|
---|---|
Authors: | Parsaeian, Shahnaz |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 28.2024, 4, p. 946-969
|
Subject: | Forecasting | minimal mean squared error estimator | seemingly unrelated regression | Stein-like shrinkage estimator | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break |
-
Structural breaks in seemingly unrelated regression models
Parsaeian, Shahnaz, (2023)
-
Variable selection and forecasting in high dimensional linear regressions with structural breaks
Chudik, Alexander, (2020)
-
Agricultural growth and investments in India : assessment of recent trends, breaks and linkages
Akber, Nusrat, (2021)
- More ...
-
Optimal forecast under structural breaks
Lee, Tae-hwy, (2022)
-
Efficient combined estimation under structural breaks
Lee, Tae-hwy, (2020)
-
Efficient combined estimation under structural breaks
Lee, Tae-hwy, (2022)
- More ...