High Correlated Residuals Improved Estimation in the High Dimensional SUR model
Zhao, Li, Yan, Liang, Xu, XingzhongLanguage:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2017.1309429
Date:
March, 2017
File:
PDF, 1.13 MB
english, 2017