Estimation of seemingly unrelated regressions with unequal numbers of observations

DOI10.1016/0304-4076(77)90045-8MaRDI QIDQ1247145zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1977

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

Full work available at URL https://doi.org/10.1016/0304-4076(77)90045-8

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
• On Bayesian estimation of seemingly unrelated regressions when some observations are missing
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Transformations for Estimation of Linear Models with Nested-Error Structure

Cited in

(18)

• Computational issues in the sequential probit model: a Monte Carlo study
• A comment on the use of auxiliary or surrogate outcome data
• Useful invariance results for generalized regression models
• Estimation of seemingly unrelated regression equations
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Conditional independence models for seemingly unrelated regressions with incomplete data
• On estimating regression coefficients in seemingly unrelated regression system
• An Application of Matrix Power Series to Linear Models
• Pooling cross sections with unequal time-series lengths
• A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
• On seemingly unrelated regressions with uniform correlation error
• Online learning and forecast combination in unbalanced panels
• Unequal numbers of observations and partial efficiency gain
• Unequal numbers of observations and partial efficiency gain
• Inference for seemingly unrelated linear mixed models
• On efficient estimators of two seemingly unrelated regressions
• Weighted generalized estimating equations and unified estimation for longitudinal data with nonmonotone missing data patterns
• Unified estimation for Cox regression model with nonmonotone missing at random covariates

This page was built for publication: Estimation of seemingly unrelated regressions with unequal numbers of observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1247145)