Some finite sample results for a system of seemingly unrelated regression equations

DOI10.1080/03610926.2020.1800738OpenAlexW3047185091MaRDI QIDQ5079923

Qiang Xia, Jin-Shan Liu

Publication date: 30 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1800738

zbMATH Keywords

finite sample propertyseemingly unrelated regressionsmultivariate \(t\) distributionZellner's two-stage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Statistics (62-XX)

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