Efficient estimation of two seemingly unrelated regression equations

Journal of Multivariate Analysis

Volumn 82, Issue 2, 2002, Pages 445-456

  Liu, Aiyi ^a  

^a GEORGETOWN UNIVERSITY MEDICAL CENTER   (United States)

Author keywords

Finite sample efficiency; Mean square error; Two stage estimates

Indexed keywords

EID: 0036052746     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2026     Document Type: Article

References (7)

1. "Aspects of Multivariate Statistical Theory"
2. "Linear Statistical Inference and Its Applications"
3. Some finite sample results in the context of two seemingly unrelated regression equations
4. Use of restricted residuals in SUR systems: Some finite sample results
5. An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias
6. Estimates for seemingly unrelated regression equations: Some exact finite sample results