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scientific article; zbMATH DE number 193897
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    scientific article; zbMATH DE number 193897

      Statements

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      5 June 1993
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      joint errors
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      heteroscedistic structure
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      seemingly unrelated regression equations
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      SURE specification
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      regression equations
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      variance-covariance matrix
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      sample estimate
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      generalized least squares
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      asymptotic approximation of bias
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      exact finite sample properties
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      efficiency properties
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      ordinary least squares
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      Stein-rule estimators
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      vector autoregression models
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      prior information
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      exercises
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      Identifiers

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