Pages that link to "Item:Q1240513"

The following pages link to An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513):

Displaying 9 items.

• The approximate distribution function of the Stein-rule estimator (Q356652) (← links)
• A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
• New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327) (← links)
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
• Some overall properties of seemingly unrelated regression models (Q1621665) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306) (← links)
• SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901) (← links)
• Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)