Estimation of Seemingly Unrelated Regressions with Random Coefficients

DOI10.2307/2285522zbMath0357.62022OpenAlexW4251171422MaRDI QIDQ4130203

Aman Ullah, Balvir Singh

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2285522

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

Related Items (6)

Stochastic specification and estimation of share equation systems ⋮ A seemingly unrelated regression model in a credibility framework. ⋮ An algorithm to estimate time-varying parameter SURE models under different types of restriction ⋮ Estimation of seemingly unrelated regression equations ⋮ Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications ⋮ Multiresponse surface models with random block effects.

This page was built for publication: Estimation of Seemingly Unrelated Regressions with Random Coefficients