On the prediction problem in the seemingly unrelated regression equations model

DOI10.1080/02331887908801479zbMath0417.62053OpenAlexW2078489796MaRDI QIDQ3207937

Radosław Kala, Jerzy K. Baksalary

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801479

zbMATH Keywords

best linear unbiased estimatorbest linear unbiased predictorsimple least squares estimatorseemingly unrelated regression equations model

Mathematics Subject Classification ID

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

Related Items (6)

Some overall properties of seemingly unrelated regression models ⋮ Some remarks on comparison of predictors in seemingly unrelated linear mixed models. ⋮ Some remarks on a pair of seemingly unrelated regression models ⋮ Unnamed Item ⋮ Predictions under a system of linear regression models with correlated errors ⋮ Comparison of covariance matrices of predictors in seemingly unrelated regression models

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