A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances

DOI10.1080/00949659308811550zbMath0833.62060OpenAlexW2048402922MaRDI QIDQ4864199

U. L. Gouranga Rao, Samad Amirkhalkhali, Saleh Amirkhalkhali

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811550

zbMATH Keywords

Monte Carlohypothesis testingrelative efficiencyseemingly unrelated regressions modelnon-normal disturbancessmall smaple properties

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cites Work

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• Estimation of seemingly unrelated regressions with unequal numbers of observations
• A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Practical Applications of the Theory of Extreme Values

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