Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator

DOI10.2307/2285593zbMath0342.62038OpenAlexW2251879072MaRDI QIDQ4110475

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2285593

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (11)

On seemingly unrelated regressions with uniform correlation error ⋮ Inference for seemingly unrelated linear mixed models ⋮ Useful invariance results for generalized regression models ⋮ On efficient estimators of two seemingly unrelated regressions ⋮ Selecting estimators and variables in the seemingly unrelated regression model ⋮ MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions ⋮ An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator ⋮ Estimation of the parameters in a two linear regression equations system with identical parameter vectors ⋮ MSEM dominance of estimators in two seemingly unrelated regressions ⋮ Lattice conditional independence models for seemingly unrelated regressions ⋮ Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.

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