This article adopts Seemingly Unrelated Regression (SUR) to improve the model, to consider the cross-correlation of the FX rate of different currencies under the same term.
文章用似不相关(SUR)回归方法改进模型的参数估计,将各国货币汇率变动的交叉相关性考虑在内。
In this paper we repeatedly draw information from the seemingly unrelated regression equations and introduce a method that can be used to improve the covariance improvement estimate (CIE).
对半相依回归线性系统,我们周期地使用迭加信息的方法,得出了回归系数广义协方差改进估计。
In this paper we repeatedly draw information from the seemingly unrelated regression equations and introduce a method that can be used to improve the covariance improvement estimate (CIE).
对半相依回归线性系统,我们周期地使用迭加信息的方法,得出了回归系数广义协方差改进估计。
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