Estimation of seemingly unrelated regression equations
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Cites work
- A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
- Alternative tests for a first-order vector autoregressive error specification
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Efficiency of an iterative procedure in a two equation seemingly unrelated regression model
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
- Estimation of Seemingly Unrelated Regressions with Random Coefficients
- Estimation of seemingly unrelated regressions with unequal numbers of observations
- Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- scientific article; zbMATH DE number 3675162 (Why is no real title available?)
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- Iterative Estimation of a Set of Linear Regression Equations
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing
- Optimality of least squares in the seemingly unrelated regression equation model
- Seemingly unrelated nonlinear regressions
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- The efficiency of an improved method of estimating seemingly unrelated regression equations
- The efficiency of estimating seemingly unrelated regression equations
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
- Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
Cited in
(21)- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
- Computational methods for modifying seemingly unrelated regressions models.
- A seemingly unrelated regression model in a credibility framework.
- Distribution theory for some tests of independence of seemingly unrelated regressions
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Computationally efficient methods for estimating the updated-observations SUR models
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
- Simple unbiased estimators for seemingly unrelated regressions with incomplete data
- Computation of standard errors in seemingly unrelated regression equation models
- GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
- REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
- The existence of the uniformly minimum risk equivariant estimator in sure model
- Bootstrapping estimators for the seemingly unrelated regressions model
- Cross-Sectional Dependence in Panel Data Analysis
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
- Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
- Test for independence of two multivariate regression equations with different design matrices
- An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model
- A comparative study of algorithms for solving seemingly unrelated regressions models
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