MSEM dominance of estimators in two seemingly unrelated regressions
type: Item
instance of: scholarly article
title: MSEM dominance of estimators in two seemingly unrelated regressions
zbMATH Open document ID: 0954.62083
DOI: 10.1016/S0378-3758(00)00082-3
published in: Journal of Statistical Planning and Inference
publication date: 2001-02-18T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1507572
zbMATH Keywords: seemingly unrelated regressions
zbMATH Keywords: two-stage estimate
zbMATH Keywords: pre-test estimate
zbMATH Keywords: mean-square error-matrix criterion
author: Jinshan Liu
MaRDI profile type: Publication
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cites work: Mean square error matrix comparisons of estimators in linear regression
cites work: A new estimate of regression coefficients in seemingly unrelated regression system
cites work: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
cites work: Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
full work available at URL: s0378-3758(00)00082-3
OpenAlex ID: W2043034901
description: scientific article; zbMATH DE number 1507572