The existence of the mean of the estimator in seemingly unrelated regressions

DOI10.1080/03610927908827794zbMath0443.62054OpenAlexW2150458675MaRDI QIDQ3886695

Virender Kumar Srivastava, Baldev Raj

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610927908827794

zbMATH Keywords

Hölder inequalityfinite momentsseemingly unrelated regressionsJensen inequalitiesZellner estimatorexistence of mean of coefficient estimatorsur residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

Related Items

Some overall properties of seemingly unrelated regression models ⋮ Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances ⋮ SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ On seemingly unrelated regressions with uniform correlation error

Cites Work

• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Linear Statistical Inference and its Applications