Seemingly unrelated nonparametric models with positive correlation and constrained error variances
Jinhong You and
Economics Letters, 2008, vol. 99, issue 2, 223-227
A new estimation is proposed for seemingly unrelated nonparametric regression models where variance of disturbance in an equation is larger than that in the preceding equation, and all of the correlation coefficients between the disturbances across the equations are positive.
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