Efficiency of an iterative procedure in a two equation seemingly unrelated regression model

zbMath0441.62064MaRDI QIDQ1143104

S. H. Smith

Publication date: 1977

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

iterative procedureresidualsnumerical evaluation of efficiencytwo equation seemingly unrelated regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Estimation of seemingly unrelated regression equations

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