A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances (Q4864199)

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scientific article; zbMATH DE number 839366
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A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
scientific article; zbMATH DE number 839366

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    A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances (English)
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    29 January 1996
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    relative efficiency
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    hypothesis testing
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    Monte Carlo
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    small smaple properties
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    seemingly unrelated regressions model
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    non-normal disturbances
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