Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations

DOI10.1016/S0378-3758(00)00083-5zbMath0954.62082MaRDI QIDQ1580004

Rong-Bing Huang, Dao-de Gao

Publication date: 18 February 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

efficiencyleast squaresGauss-Markov estimatorseemingly unrelated regressiontwo-stage estimatorbest linear unbiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (4)

On estimating regression coefficients in seemingly unrelated regression system ⋮ On efficient estimators of two seemingly unrelated regressions ⋮ MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions ⋮ Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution

Cites Work

• The commutation matrix: Some properties and applications
• How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
• The efficiency of least squares estimators of a seemingly unrelated regression model
• The inefficiency of least squares
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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