A note on a result for two SUR models

DOI10.1007/BF02927104zbMATH Open0904.62068MaRDI QIDQ1269486FDOQ1269486

Authors: D. G. Kabe, Arjun K. Gupta 

Publication date: 21 January 1999

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimationcovariance matricesregression coefficients

Mathematics Subject Classification ID

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

Cites Work

• 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
• Title not available (Why is that?)

Cited In (1)

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

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