A Note on Seemingly Unrelated Regressions

DOI10.2307/1912540zbMath0504.62061OpenAlexW1989144297MaRDI QIDQ4741595

Denis Conniffe

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912540

zbMATH Keywords

generalized least squaresseemingly unrelated regressionsordinary least squares residualsnormality assumptions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ A comment on the use of auxiliary or surrogate outcome data ⋮ The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

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