A Note on Seemingly Unrelated Regressions
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Publication:4741595
DOI10.2307/1912540zbMath0504.62061MaRDI QIDQ4741595
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912540
generalized least squares; seemingly unrelated regressions; ordinary least squares residuals; normality assumptions
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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