Estimation and Inference for Heteroscedastic Systems of Equations
提出一种比SUR更有效的异方差方程组估计方法，能生成参数估计量的稳健协方差矩阵，并应用于Klein铁路数据。
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.