Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (Q1580004)

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scientific article; zbMATH DE number 1507573
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Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations
scientific article; zbMATH DE number 1507573

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    Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (English)
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    18 February 2001
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    two-stage estimator
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    seemingly unrelated regression
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    Gauss-Markov estimator
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    least squares
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    best linear unbiased estimators
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    efficiency
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