Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
type: Item
instance of: scholarly article
title: Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
zbMATH Open document ID: 0814.62035
DOI: 10.1016/0304-4076(94)01609-4
author: V. Pereyra
published in: Journal of Econometrics
publication date: 1995-05-10T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 739467
zbMATH Keywords: SURE-model
zbMATH Keywords: seemingly unrelated regression equations
zbMATH Keywords: asymptotic expansions
zbMATH Keywords: Monte Carlo
zbMATH Keywords: non-normal disturbances
zbMATH Keywords: efficiency
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01609-4
OpenAlex ID: W2029075690
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description: scientific article; zbMATH DE number 739467