Efficiency of an iterative procedure in a two equation seemingly unrelated regression model

zbMath0441.62064MaRDI QIDQ1143104

S. H. Smith

Publication date: 1977

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

iterative procedure; residuals; numerical evaluation of efficiency; two equation seemingly unrelated regression model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

65C99: Probabilistic methods, stochastic differential equations