ENTROPY-BASED SEEMINGLY UNRELATED REGRESSION

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dc.creatorHarmon, Alice
dc.creatorPreckel, Paul V.
dc.creatorEales, James S.
dc.date2017-04-01T14:08:30Z
dc.date.accessioned2026-07-09T04:02:14Z
dc.descriptionWe adapt the classical SUR procedure to a minimum cross entropy approach to estimate linear systems of equations where the errors across equations are correlated. We conclude that our entropy-based approach may provide a reasonable substitute for SUR in cases where classical methods may not be applied due to shortages of data.
dc.identifierdoi:10.22004/ag.econ.28682
dc.identifierhttps://ageconsearch.umn.edu/record/28682/files/sp98-08.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/28682
dc.identifier.urihttp://hdl.handle.net/123456789/543856
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/28682
dc.titleENTROPY-BASED SEEMINGLY UNRELATED REGRESSION
dc.typeText

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