scientific article; zbMATH DE number 193897
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ordinary least squaresprior informationvariance-covariance matrixgeneralized least squaresexercisesefficiency propertiesStein-rule estimatorsregression equationsexact finite sample propertiesseemingly unrelated regression equationsvector autoregression modelssample estimateasymptotic approximation of biasheteroscedistic structurejoint errorsSURE specification
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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