The efficiency of estimating seemingly unrelated regression equations

DOI10.1007/BF02506367MaRDI QIDQ2547426zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1970

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02506367

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• On Stochastic Limit and Order Relationships
• On the estimation of generalized linear probability model involving discrete random variables
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators

Cited in

(14)

• A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
• Tests for sphericity under correlated multivariate regression equations model
• Large-sample approximations in seemingly unrelated regression equations
• The efficiency of an improved method of estimating seemingly unrelated regression equations
• The bias of generalized double k-class estimators
• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator
• Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
• Estimation of seemingly unrelated regression equations
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
• Disturbance variance estimation in simulataneous equations by k-class method
• Computation of standard errors in seemingly unrelated regression equation models
• On the minimum mean squared error estimators in a regression model
• SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
• Some applications of multinominal theorem in solving algebraic expressions under linear models

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