Supported by the National Natural Science Foundation of China(No.11471140)
In this article, we consider a class of seemingly unrelated single-index regression models. By taking the contemporaneous correlation among equations into account we construct the weighted estimators (WEs) for unkno...
Xu’s research was supported by Key Academic Project from Bureau of Statistics of Zhejiang Province(201325);Research Project of the National Statistics(2013LY119);Bai’s work was partially supported by National Natural Science Funds for Young Scholar(No.11001162);Shanghai University of Finance and Economics through Project 211 Phase IV and Shanghai Leading Academic Discipline Project(No.B804)
In this paper, we propose a class of varying coefficient seemingly unrelated regression models, in which the errors are correlated across the equations. By applying the series approximation and taking the contemporane...