scientific article; zbMATH DE number 193897

zbMATH Open0638.62108MaRDI QIDQ4040694FDOQ4040694

Authors: David E. Giles, Virendra K. Srivastava 

Publication date: 5 June 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

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

Mathematics Subject Classification ID

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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