On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components

DOI10.2307/1911468zbMath0528.62099OpenAlexW1979463308MaRDI QIDQ3308936

Ingmar R. Prucha

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911468

zbMATH Keywords

error componentsgeneralized least squares estimatorseemingly unrelated regression modelsordinary least squares residualsasymptotic efficiency of feasible Aitken estimatorsleast squares dummy variable residualslinear stochastic relationships

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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