Mean square error comparisons of estimators in two SUR models

MaRDI QIDQ2732201zbMATH OpenFDO

Authors Jinshan Liu, Qingming Gui

Publication date 19 November 2001

Published in Chinese Quarterly Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

mean square error matrixseemingly unrelated regressionstwo-stage estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• MSEM dominance of estimators in two seemingly unrelated regressions
• scientific article; zbMATH DE number 4058672
• scientific article; zbMATH DE number 2032445
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• Efficient improved estimation of the parameters in two seemingly unrelated regression models

Cited in

(7)

• MSEM dominance of estimators in two seemingly unrelated regressions
• Mean squared error matrix of two-stage estimates in Fay-Herriot models
• scientific article; zbMATH DE number 1054363 (Why is no real title available?)
• scientific article; zbMATH DE number 2032445 (Why is no real title available?)
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR
• A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances

This page was built for publication: Mean square error comparisons of estimators in two SUR models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2732201)