Efficient improved estimation of the parameters in two seemingly unrelated regression models

Journal of Statistical Planning and Inference

Volumn 140, Issue 9, 2010, Pages 2749-2754

  Ma, Tiefeng ^a   Ye, Rendao ^b  

^a SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b HANGZHOU DIANZI UNIVERSITY   (China)

Author keywords

Co variance improved estimator; Generalized mean square error; Seemingly unrelated regression models; Two stage estimator

Indexed keywords

EID: 77952553148     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.03.036     Document Type: Article

References (13)

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