REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
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Publication:3632426
DOI10.1017/S0266466608080687zbMath1284.62432MaRDI QIDQ3632426
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080687
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62F10: Point estimation
62J12: Generalized linear models (logistic models)
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Cites Work
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- Estimation of seemingly unrelated regression equations
- Redundancy of moment conditions
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