Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (Q1580004): Difference between revisions
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Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations |
scientific article |
Statements
Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (English)
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18 February 2001
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two-stage estimator
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seemingly unrelated regression
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Gauss-Markov estimator
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least squares
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best linear unbiased estimators
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efficiency
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