A note on the efficiency of the Zellner's seemingly unrelated regressions estimator

DOI10.1007/BF02479832MaRDI QIDQ1229532zbMATHOpenAlexFDO

Authors N. C. Kakwani

Publication date 1974

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

Full work available at URL https://doi.org/10.1007/bf02479832

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The efficiency of estimating seemingly unrelated regression equations

Cited in

(9)

• Statistical inference on seemingly unrelated varying coefficient partially linear models
• Two-stage estimation for seemingly unrelated nonparametric regression models
• SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
• Estimation of seemingly unrelated regression equations
• Large-sample approximations in seemingly unrelated regression equations
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models
• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances

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