An estimation procedure is presented that may be used to simultaneously estimate the parameters in a multiple equation regression model. The regression models considered are shown to arise from ...

This is a preview. Log in through your library . Abstract Simultaneous procedures for variable selection in multiple linear regression have recently been given by Aitkin. One of these procedures, ...

Simultaneous equations are two linear equations that can be solved using bar models. By remembering that the same letter will always have the same value we can work out the missing values. To solve ...

The first step in conducting a regression-based study is to specify a model. In real applications, this is usually the most challenging step - deciding which variables “belong” in the model and which ...

A model for world crude oil and natural gas markets is estimated. It confirms low price and high income elasticities of demand for both crude oil and natural gas, which explains the market power of ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...