On Bayesian estimation of seemingly unrelated regressions when some observations are missing

DOI10.1016/0304-4076(75)90044-5zbMath0299.62035MaRDI QIDQ1215231

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90044-5

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62F15: Bayesian inference

Related Items

Unequal numbers of observations and partial efficiency gain, Unequal numbers of observations and partial efficiency gain, On estimating regression coefficients in seemingly unrelated regression system, A comment on the use of auxiliary or surrogate outcome data, Estimation of seemingly unrelated regressions with unequal numbers of observations, Estimation of seemingly unrelated regression equations, Conditional independence models for seemingly unrelated regressions with incomplete data

Cites Work

• Unnamed Item
• Unnamed Item
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
• Some Properties and an Application of a Statistic Arising in Testing Correlation
• Estimation Procedures for Difference of Means with Missing Data
• Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias