A note on a result for two SUR models

DOI10.1007/BF02927104zbMath0904.62068MaRDI QIDQ1269486

D. G. Kabe, Arjun K. Gupta

Publication date: 21 January 1999

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationcovariance matricesregression coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression

Cites Work

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• Some multivariate linear regression testing problems with additional observations
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias