scientific article; zbMATH DE number 3990657

MaRDI QIDQ3753308zbMATH OpenFDO

Authors Chuntu Lin, Jianjian Gong

Publication date 1986

zbMATH Keywords

efficiencyelliptical distributionsseemingly unrelated regression equationsZellner's estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cited in

(4)

• Some finite sample properties of Zellner estimator in the context of m seemingly unrelated regression equations
• R² in Seemingly Unrelated Regression Equations
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

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