Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations (Q3526091): Difference between revisions

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+Optimality of least squares in the seemingly unrelated regression equation model
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+Ridge regression in the context of a system of seemingly unrelated regression equations
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+Sufficient Linear Structures: Econometric Applications
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+The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
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+The efficiency of least squares estimators of a seemingly unrelated regression model
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+Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
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