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

DOI10.1080/03610919508813229MaRDI QIDQ4861310zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A note on the power of the f-test for testing linear hypothesis with elliptic t errors
• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• Estimation of the parameters of a regression model with a multivariate t error variable
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• On the Robustness of LM, LR, and W Tests in Regression Models
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Some aspects of bivariate regression subject to linear constraints
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

Cited in

(1)

• Lattice conditional independence models for seemingly unrelated regressions

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