A note on a result for two SUR models

DOI10.1007/BF02927104MaRDI QIDQ1269486zbMATH OpenFDO

Authors D. G. Kabe, Arjun K. Gupta

Publication date 21 January 1999

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationcovariance matricesregression coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3474794 (Why is no real title available?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Some multivariate linear regression testing problems with additional observations

Cited in

(1)

• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression

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