ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR (Q4715694)

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scientific article; zbMATH DE number 946805
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ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR
scientific article; zbMATH DE number 946805

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    ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR (English)
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    31 January 2000
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    SUR equations
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    quadratic loss
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    misspecification
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