The Exact Distribution of the SUR Estimator (Q3692608)
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scientific article; zbMATH DE number 3917438
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| English | The Exact Distribution of the SUR Estimator |
scientific article; zbMATH DE number 3917438 |
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The Exact Distribution of the SUR Estimator (English)
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1985
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finite sample distribution
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two-stage generalized least squares estimator
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multivariate linear model
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linear parameter restrictions
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seemingly unrelated regression model
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nonrandom exogenous variables
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normally distributed errors
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matrix fractional calculus
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0.7922415733337402
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