Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093)
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scientific article; zbMATH DE number 739467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances |
scientific article; zbMATH DE number 739467 |
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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (English)
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10 May 1995
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SURE-model
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seemingly unrelated regression equations
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asymptotic expansions
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Monte Carlo
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non-normal disturbances
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efficiency
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rate of convergence
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0.88794523
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0.88298595
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