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

@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(94)01609-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2029075690
@@ Property / OpenAlex ID: W2029075690 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
+Normal rank
@@ Property / cites work @@
+Investment Demand: An Empirical Contribution to the Aggregation Problem
+Normal rank
@@ Property / cites work @@
+SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
+Normal rank
@@ Property / cites work @@
+The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
+Normal rank
@@ Property / cites work @@
+A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
+Normal rank
@@ Property / cites work @@
+Q3040307
@@ Property / cites work: Q3040307 / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
+Normal rank
@@ Property / cites work @@
+The efficiency of estimating seemingly unrelated regression equations
+Normal rank
@@ Property / cites work @@
+EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
+Normal rank
@@ Property / cites work @@
+The existence of the mean of the estimator in seemingly unrelated regressions
+Normal rank
@@ Property / cites work @@
+Large-sample approximations in seemingly unrelated regression equations
+Normal rank
@@ Property / cites work @@
+Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
+Normal rank
@@ Property / cites work @@
+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
+Normal rank
@@ Property / cites work @@
+Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
+Normal rank