Optimality of least squares in the seemingly unrelated regression equation model

DOI10.1016/0304-4076(78)90062-3zbMath0389.62050OpenAlexW2075834884MaRDI QIDQ1251043

K. Appert

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90062-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)

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Cites Work

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• Linear Least Squares Regression
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias