Pages that link to "Item:Q5532126"

The following pages link to The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators (Q5532126):

Displaying 37 items.

• Stochastic specification and the estimation of share equations (Q599473) (← links)
• A general multivariate chain ladder model (Q661202) (← links)
• On variance of the two-stage estimator in variance-covariance components model (Q686352) (← links)
• Small sample considerations in estimation from panel data (Q1135079) (← links)
• Useful invariance results for generalized regression models (Q1140386) (← links)
• Large-sample approximations in seemingly unrelated regression equations (Q1144878) (← links)
• The efficiency of an improved method of estimating seemingly unrelated regression equations (Q1212763) (← links)
• Estimation of linear models with crossed-error structure (Q1215996) (← links)
• An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
• Estimation of seemingly unrelated regressions with unequal numbers of observations (Q1247145) (← links)
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
• Estimation of seemingly unrelated regression equations (Q1258582) (← links)
• Estimation of common coefficients in two regression equations (Q1259122) (← links)
• The Falstaff estimator (Q1274777) (← links)
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
• Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case (Q1377314) (← links)
• Inference for nested error linear regression models with unequal error variances (Q1580000) (← links)
• A note on the unbiasedness of Swamy's estimator for the random coefficient regression model (Q1836244) (← links)
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
• The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247) (← links)
• Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
• The efficiency of estimating seemingly unrelated regression equations (Q2547426) (← links)
• (Q3339965) (← links)
• Two Non-Negative Estimators for the Model With a Common Mean (Q3471534) (← links)
• Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations (Q3526091) (← links)
• The existence of the mean of the estimator in seemingly unrelated regressions (Q3886695) (← links)
• On the unbiasedness of robust regression estimators (Q4164682) (← links)
• Ridge regression in the context of a system of seemingly unrelated regression equations (Q4347032) (← links)
• Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (Q4518271) (← links)
• Maximum likelihood estimates for the Hildreth–Houck random coefficients model (Q4551782) (← links)
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution (Q4707035) (← links)
• SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901) (← links)
• A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances (Q4864199) (← links)
• Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals (Q5031692) (← links)
• THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS (Q5617419) (← links)
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
• In the praise of Prais-Winsten: an evaluation of methods used to account for autocorrelation in interrupted time series (Q6617484) (← links)