Estimation of common coefficients in two regression equations

DOI10.1016/0304-4076(79)90060-5zbMath0409.62052WikidataQ58844471 ScholiaQ58844471MaRDI QIDQ1259122

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

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90060-5

zbMATH Keywords

Estimation of Common Coefficients; Nonnormal Disturbances; Two Equation Regression System

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62B15: Theory of statistical experiments

62F10: Point estimation

Related Items

Robust estimation of common regression coefficients under spherical symmetry, Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity, Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations

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