Generalized adding-up in systems of regression equations

DOI10.1016/J.ECONLET.2006.03.001zbMath1255.62196OpenAlexW1970902943MaRDI QIDQ1929407

Walter Oberhofer, Harry Haupt

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.001

zbMATH Keywords

panel dataGLSadding-upFGLSsystems of regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30)

Related Items (1)

Efficient GMM estimation with singular system of moment conditions

Cites Work

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• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
• Robust Wald Tests in Sur Systems with Adding-up Restrictions
• Estimation and Inference for Linear Models in Which Subsets of the Dependent Variable are Constrained

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