Efficient estimation of two seemingly unrelated regression equations

DOI10.1006/jmva.2001.2026zbMath1078.62518OpenAlexW2077395715MaRDI QIDQ700150

Aiyi Liu

Publication date: 30 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2026

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites Work

• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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