On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances

DOI10.1080/03610919508813229zbMath0850.62867OpenAlexW2008114098MaRDI QIDQ4861310

Hikaru Hasegawa

Publication date: 14 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813229

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Lattice conditional independence models for seemingly unrelated regressions

Cites Work

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• On the Robustness of LM, LR, and W Tests in Regression Models
• Estimation of the parameters of a regression model with a multivariate t error variable
• A note on the power of the f-test for testing linear hypothesis with elliptic t errors
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution

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