Pages that link to "Item:Q1347093"
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The following pages link to Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093):
Displaying 13 items.
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
- Estimation of the SURE model (Q1269488) (← links)
- On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593) (← links)
- Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Shrinkage estimation in system regression model (Q2354733) (← links)
- Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models (Q2876168) (← links)
- Seemingly Unrelated Ridge Regression in Semiparametric Models (Q3168538) (← links)
- Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (Q4518271) (← links)
- SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901) (← links)
