Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model (Q3949830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model |
scientific article |
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1981
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covariance matrices
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heteroscedastic model
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ordinary least squares estimator
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seemingly unrelated regression
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Zellner estimator
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two-stage Aitken estimator
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Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model (English)
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