On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (Q1301593)
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scientific article; zbMATH DE number 1334307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model |
scientific article; zbMATH DE number 1334307 |
Statements
On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model (English)
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20 December 1999
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elliptically symmetric distributions
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generalized least squares estimators
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seemingly unrelated regression model
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heteroscedastic model
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covariance matrices
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0.89797914
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0.89161813
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0.89019847
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0.88794523
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