Computation of standard errors in seemingly unrelated regression equation models

DOI10.1080/03610928608829331zbMath0625.62050OpenAlexW2068314223MaRDI QIDQ3028113

Anil K. Srivastava, Derrick Shannon Tracy

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829331

zbMATH Keywords

standard errorsdisturbance vectorfeasible generalized least squares estimatorsseemingly unrelated regression equation model

Mathematics Subject Classification ID

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

Cites Work

• Large-sample approximations in seemingly unrelated regression equations
• Estimation of seemingly unrelated regression equations
• The efficiency of estimating seemingly unrelated regression equations

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