On Seemingly Unrelated Regression Model with Skew Error

Sometimes, invoking a single causal relationship to explain dependency between variables might not be appropriate particularly in some economic problems. Instead, two jointly related equations, where one of the explanatory variables is endogenous, can represent the actual inheritance inter-relations...

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Bibliographic Details
Main Authors: Omid Akhgari, Mousa Golalizadeh
Format: Article
Language:English
Published: Atlantis Press 2021-02-01
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Online Access:https://www.atlantis-press.com/article/125952409/view

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