scientific article; zbMATH DE number 1054363

MaRDI QIDQ4351983zbMATH OpenFDO

Authors Maitreyi Chaudhuri

Publication date 9 November 1997

zbMATH Keywords

asymptotic biaseserrors of observationsgeneralised least squares estimatorsordinary least squares estimatorsseemingly unrelated regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Seemingly unrelated regression models.
• scientific article; zbMATH DE number 3852237
• scientific article; zbMATH DE number 1046396
• Some overall properties of seemingly unrelated regression models
• Mean square error comparisons of estimators in two SUR models

Cited in

(8)

• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• A note on pure error and its effect on regression model significance
• Computation of standard errors in seemingly unrelated regression equation models
• scientific article; zbMATH DE number 3852237 (Why is no real title available?)
• ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR
• Seemingly unrelated regression on the autoregressive (Ar(p)) singular equation system
• A note on two-way ECM estimation of SUR systems on unbalanced panel data
• On Bayesian analysis of seemingly unrelated regression model with skew distribution error

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4351983)