On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components (Q3308936)

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On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
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    On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components (English)
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    1984
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    asymptotic efficiency of feasible Aitken estimators
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    seemingly unrelated regression models
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    error components
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    generalized least squares estimator
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    ordinary least squares residuals
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    least squares dummy variable residuals
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    linear stochastic relationships
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