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

DOI10.1016/S0378-3758(00)00083-5zbMATH Open0954.62082MaRDI QIDQ1580004FDOQ1580004

Rongbing Huang, Daode Gao

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)

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
• The commutation matrix: Some properties and applications
• 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 inefficiency of least squares
• The efficiency of least squares estimators of a seemingly unrelated regression model

Cited In (6)

• 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

   Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Seemingly unrelated regression models. 👍 👎
• Title not available (Why is that?) 👍 👎
• ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR 👍 👎

This page was built for publication: Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1580004)