When estimating the seemingly unrelated regression (SUR) model in small samples, the bootstrap feasible generalized least-squares (FGLS) covariance estimator has been widely advocated as less biased ...

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...