Some overall properties of seemingly unrelated regression models
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Publication:1621665
DOI10.1007/s10182-013-0212-2zbMath1443.62206OpenAlexW2059649322MaRDI QIDQ1621665
Rong Ke, Yongge Tian, Yu-Qin Sun
Publication date: 9 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-013-0212-2
estimabilityconsistencygeneral solutionMoore-Penrose inverseBLUEmatrix equationunbiasednessOLSEseemingly unrelated regression modelmatrix rank methodnatural restriction
Applications of statistics to economics (62P20) 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 ⋮ Empirical likelihood for panel data models with spatial errors ⋮ Some remarks on comparison of predictors in seemingly unrelated linear mixed models. ⋮ Unnamed Item ⋮ Predictions under a system of linear regression models with correlated errors ⋮ Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models ⋮ Comparison of covariance matrices of predictors in seemingly unrelated regression models
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