Estimation of seemingly unrelated regressions with unequal numbers of observations

DOI10.1016/0304-4076(77)90045-8zbMath0379.62058OpenAlexW2016788250MaRDI QIDQ1247145

K. Appert

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90045-8

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (18)

Seemingly unrelated regression model with unequal size observations: Computational aspects ⋮ On estimating regression coefficients in seemingly unrelated regression system ⋮ An Application of Matrix Power Series to Linear Models ⋮ Pooling cross sections with unequal time-series lengths ⋮ A comment on the use of auxiliary or surrogate outcome data ⋮ On seemingly unrelated regressions with uniform correlation error ⋮ Inference for seemingly unrelated linear mixed models ⋮ Useful invariance results for generalized regression models ⋮ A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances ⋮ On efficient estimators of two seemingly unrelated regressions ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Conditional independence models for seemingly unrelated regressions with incomplete data ⋮ Weighted generalized estimating equations and unified estimation for longitudinal data with nonmonotone missing data patterns ⋮ Unified estimation for Cox regression model with nonmonotone missing at random covariates ⋮ Estimation of seemingly unrelated regression equations ⋮ Computational issues in the sequential probit model: a Monte Carlo study ⋮ Online learning and forecast combination in unbalanced panels

Cites Work

• On Bayesian estimation of seemingly unrelated regressions when some observations are missing
• Transformations for Estimation of Linear Models with Nested-Error Structure
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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