Abstract

  


 



Estimation and Inference for Heteroscedastic Systems of Equations


Gregory M. Duncan


University of California, Berkeley - Department of Economics; The Brattle Group


International Economic Review, Vol. 24, No. 3., pp. 559-566, October 1983

Abstract:     
A method for estimation of heteroscedastic systems of equations that are more efficient than SUR and produce robust covariance matrices for parameter estimators is developed and applied to the Klein railroad data.

Keywords: Cost models,Systems of Equations, Heteroscedasticity,Railroads, Transportation, Production functions

JEL Classification: C30,C51,D24,L92

Accepted Paper Series


Date posted: April 14, 2005  

Suggested Citation

Duncan, Gregory M., Estimation and Inference for Heteroscedastic Systems of Equations. International Economic Review, Vol. 24, No. 3., pp. 559-566, October 1983. Available at SSRN: http://ssrn.com/abstract=692981

Contact Information

Gregory M. Duncan (Contact Author)
University of California, Berkeley - Department of Economics ( email )
549 Evans Hall #3880
Berkeley, CA 94720-3880
United States
The Brattle Group ( email )
353 Sacramento Street
Suite 1140
San Francisco, CA 94111
United States
415-217-1024 (Phone)
HOME PAGE: http://www.brattle.com/
Feedback to SSRN (Beta)


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