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

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scientific article; zbMATH DE number 3839208
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    On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
    scientific article; zbMATH DE number 3839208

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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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