On Seemingly Unrelated Semiparametric Models

  • Roozbeh, Mahdi
  • Published 2011

Abstract

A seemingly unrelated regression (SUR) system proposed by Zellner (1962) comprises several individual relationships that are linked by the fact that their disturbances are correlated. Such models have found many applications. For example, demand functions can be estimated for different households (or household types) for a given commodity. The correlation… (More)

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Cite this paper

@inproceedings{Roozbeh2011OnSU, title={On Seemingly Unrelated Semiparametric Models}, author={Roozbeh and Mahdi}, year={2011} }