scientific article

zbMath0638.62108MaRDI QIDQ4040694

David E. A. Giles, Virendra K. Srivastava

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Stein-rule estimatorsvariance-covariance matrixgeneralized least squaresordinary least squaresexercisesprior informationefficiency propertiesregression equationsexact finite sample propertiesseemingly unrelated regression equationsvector autoregression modelssample estimateasymptotic approximation of biasheteroscedistic structurejoint errorsSURE specification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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