Large-sample approximations in seemingly unrelated regression equations

zbMath0444.62078MaRDI QIDQ1144878

Virender Kumar Srivastava, Sushama Upadhyaya

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

ordinary least squareslarge-sample approximationssecond-order moment matrixseemingly unrelated restricted regression estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (4)

Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances ⋮ SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Computation of standard errors in seemingly unrelated regression equation models ⋮ A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model

Cites Work

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• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
• The efficiency of estimating seemingly unrelated regression equations
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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