On Seemingly Unrelated Regressions with Error Components
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Publication:3915891
DOI10.2307/1912824zbMath0464.62104OpenAlexW3139352427MaRDI QIDQ3915891
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912824
seemingly unrelated regressionserror componentsAitken estimatorinverse of variance-covariance matrix of disturbances
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