On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances

DOI10.1080/03610919508813229zbMATH Open0850.62867OpenAlexW2008114098MaRDI QIDQ4861310FDOQ4861310

Authors: Hikaru Hasegava 

Publication date: 14 January 1996

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813229

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

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• On the Robustness of LM, LR, and W Tests in Regression Models
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• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
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• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• Some aspects of bivariate regression subject to linear constraints
• A note on the power of the f-test for testing linear hypothesis with elliptic t errors

Cited In (1)

• Lattice conditional independence models for seemingly unrelated regressions

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