Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093): Difference between revisions

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Latest revision as of 12:33, 23 May 2024

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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
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    Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (English)
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    10 May 1995
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    SURE-model
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    seemingly unrelated regression equations
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    asymptotic expansions
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    Monte Carlo
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    non-normal disturbances
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    efficiency
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    rate of convergence
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