On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model

Journal of Multivariate Analysis

Volumn 70, Issue 1, 1999, Pages 86-94

  Kurata, Hiroshi ^a  

^a YAMAGUCHI UNIVERSITY   (Japan)

Author keywords

Covariance matrix; Elliptically symmetric distributions; Generalized least squares estimators; Heteroscedastic model; Seemingly unrelated regression model

Indexed keywords

EID: 0033164167     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1817     Document Type: Article

References (15)

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