Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (Q1580004)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations |
scientific article |
Statements
Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (English)
0 references
18 February 2001
0 references
two-stage estimator
0 references
seemingly unrelated regression
0 references
Gauss-Markov estimator
0 references
least squares
0 references
best linear unbiased estimators
0 references
efficiency
0 references
0 references
0 references
0 references
