The efficiency of an improved method of estimating seemingly unrelated regression equations

DOI10.1016/0304-4076(73)90020-1zbMath0294.62077OpenAlexW2015840290MaRDI QIDQ1212763

S. Singh

Publication date: 1973

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90020-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items

Tests for sphericity under correlated multivariate regression equations model, SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS, Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I, Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations, Estimation of seemingly unrelated regression equations

Cites Work

• The efficiency of estimating seemingly unrelated regression equations
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Improved Estimators for Coefficients in Linear Regression
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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