Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution

DOI10.1081/STA-120021330zbMath1104.62319MaRDI QIDQ4707035

Jin-Shan Liu

Publication date: 4 June 2003

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items

On seemingly unrelated regressions with uniform correlation error ⋮ Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models ⋮ A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances

Cites Work

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