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

DOI10.1007/BF02479832zbMATH Open0335.62047OpenAlexW2003821280MaRDI QIDQ1229532FDOQ1229532

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

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

Cited In (9)

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

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