SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901): Difference between revisions

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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
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+Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
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+The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
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+A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
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+The efficiency of estimating seemingly unrelated regression equations
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+Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
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+Large-sample approximations in seemingly unrelated regression equations
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+The existence of the mean of the estimator in seemingly unrelated regressions
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+A Note on Seemingly Unrelated Regressions
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+Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
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+The efficiency of an improved method of estimating seemingly unrelated regression equations
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+A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
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+An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
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+The Exact Distribution of the SUR Estimator
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+Improved multivariate prediction under a general linear model
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+Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
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+Linear models. Least squares and alternatives
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+On comparing restricted least squares estimators
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+Bootstrap confidence bands for shrinkage estimators
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