Pages that link to "Item:Q5337636"
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The following pages link to Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results (Q5337636):
Displayed 47 items.
- The reconstruction of index data in aggregative econometric models (Q599472) (← links)
- Stochastic specification and the estimation of share equations (Q599473) (← links)
- An alternative approach for the numerical solution of seemingly unrelated regression equations models (Q673732) (← links)
- Efficient estimation of two seemingly unrelated regression equations (Q700150) (← links)
- Test for independence of two multivariate regression equations with different design matrices (Q762856) (← links)
- Seemingly unrelated reduced-rank regression model (Q928919) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Efficient improved estimation of the parameters in two seemingly unrelated regression models (Q974519) (← links)
- Estimation of the parameters in a two linear regression equations system with identical parameter vectors (Q1017803) (← 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)
- Tests for sphericity under correlated multivariate regression equations model (Q1091055) (← links)
- Large-sample approximations in seemingly unrelated regression equations (Q1144878) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- A new class of limited-information estimators for simultaneous equation systems (Q1214232) (← links)
- On Bayesian estimation of seemingly unrelated regressions when some observations are missing (Q1215231) (← links)
- Some aspects of bivariate regression subject to linear constraints (Q1229530) (← links)
- A note on the efficiency of the Zellner's seemingly unrelated regressions estimator (Q1229532) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- Estimation of seemingly unrelated regressions with unequal numbers of observations (Q1247145) (← links)
- Estimation of seemingly unrelated regression equations (Q1258582) (← links)
- Estimation of common coefficients in two regression equations (Q1259122) (← links)
- A generalization of Rao's covariance structure with applications to several linear models (Q1275417) (← links)
- Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances (Q1347093) (← links)
- Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model (Q1354380) (← links)
- The translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68 (Q1393345) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- MSEM dominance of estimators in two seemingly unrelated regressions (Q1580001) (← links)
- Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations (Q1580004) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Analysis of multivariate longitudinal data using quasi-least squares (Q1600734) (← links)
- On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068) (← links)
- One-sided tests for independence of seemingly unrelated regression equations (Q1882950) (← links)
- Two-stage estimation for seemingly unrelated nonparametric regression models (Q2425834) (← links)
- MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions (Q2476818) (← links)
- The efficiency of estimating seemingly unrelated regression equations (Q2547426) (← links)
- Selecting estimators and variables in the seemingly unrelated regression model (Q3779638) (← links)
- The efficiency of least squares estimators of a seemingly unrelated regression model (Q4019296) (← links)
- The Cgmanova Model (Q4226915) (← links)
- Lattice conditional independence models for seemingly unrelated regressions (Q4490164) (← links)
- Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution (Q4707035) (← links)
- SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4828901) (← links)
- Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system (Q4849485) (← links)
- THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS (Q5617419) (← links)
- THE ET INTERVIEW: PROFESSOR JAN KMENTA (Q5697618) (← links)
- Unequal numbers of observations and partial efficiency gain (Q5894620) (← links)