Estimation of seemingly unrelated regressions with unequal numbers of observations
From MaRDI portal
Publication:1247145
DOI10.1016/0304-4076(77)90045-8zbMath0379.62058OpenAlexW2016788250MaRDI QIDQ1247145
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
Related Items
Seemingly unrelated regression model with unequal size observations: Computational aspects ⋮ 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 comment on the use of auxiliary or surrogate outcome data ⋮ On seemingly unrelated regressions with uniform correlation error ⋮ Inference for seemingly unrelated linear mixed models ⋮ Useful invariance results for generalized regression models ⋮ A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances ⋮ On efficient estimators of two seemingly unrelated regressions ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Conditional independence models for seemingly unrelated regressions with incomplete data ⋮ Estimation of seemingly unrelated regression equations ⋮ Computational issues in the sequential probit model: a Monte Carlo study ⋮ Online learning and forecast combination in unbalanced panels
Cites Work
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing
- Transformations for Estimation of Linear Models with Nested-Error Structure
- Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias