REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS

DOI10.1017/S0266466608080687zbMath1284.62432OpenAlexW2100509931MaRDI QIDQ3632426

Hailong Qian

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608080687

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (1)

Some overall properties of seemingly unrelated regression models

Cites Work

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• Optimality of least squares in the seemingly unrelated regression equation model
• Estimation of seemingly unrelated regression equations
• Redundancy of moment conditions
• Sufficient Linear Structures: Econometric Applications
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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