Some finite sample properties of Zellner estimator in the context of m seemingly unrelated regression equations

DOI10.1016/S0378-3758(00)00083-5MaRDI QIDQ1580004zbMATH OpenFDO

Authors Daode Gao, Rongbing Huang

Publication date 18 February 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

efficiencyleast squaresseemingly unrelated regressionGauss-Markov estimatortwo-stage estimatorbest linear unbiased estimators

Mathematics Subject Classification ID

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

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Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• How much do Gauss-Markov and least square estimates differ, A coordinate- free approach
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• The commutation matrix: Some properties and applications
• The efficiency of least squares estimators of a seemingly unrelated regression model
• The inefficiency of least squares

Cited in

(7)

• scientific article; zbMATH DE number 3990657 (Why is no real title available?)
• On estimating regression coefficients in seemingly unrelated regression system
• Estimators of the regression parameters of the zeta distribution.
• On efficient estimators of two seemingly unrelated regressions
• R² in Seemingly Unrelated Regression Equations
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution

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