A note on the efficiency of the Zellner's seemingly unrelated regressions estimator

DOI10.1007/BF02479832zbMath0335.62047OpenAlexW2003821280MaRDI QIDQ1229532

N. C. Kakwani

Publication date: 1974

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479832

Mathematics Subject Classification ID

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

Related Items (8)

SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Seemingly unrelated nonparametric models with positive correlation and constrained error variances ⋮ Large-sample approximations in seemingly unrelated regression equations ⋮ Two-stage estimation for seemingly unrelated nonparametric regression models ⋮ Efficient estimation of seemingly unrelated additive nonparametric regression models ⋮ Estimation of seemingly unrelated regression equations ⋮ Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Cites Work

• The efficiency of estimating seemingly unrelated regression equations
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown

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