AbstractWe derive simpler expressions under a certain structure of design matrices for the two-stage Aitken estimates of the regression coefficients of two seemingly unrelated regression equations. The estimates are shown to have smaller variance than the ordinary least squares estimates for sufficiently large samples
Efficiency gain from Aitken estimation in the seemingly unrelated regressions [Zellner (1962)] is no...
In Seemingly Unrelated Regressions (SUR) model, disturbances are assumed to be correlated across equ...
Two stage least squares regression analysis is the most practical statistical technique that is used...
We derive simpler expressions under a certain structure of design matrices for the two-stage Aitken ...
In this paper, following the results presented in Liu's work [Liu, A.Y., 2002. Efficient estimation ...
AbstractWe derive simpler expressions under a certain structure of design matrices for the two-stage...
In this dissertation, the conditions which determine the relative efficiency of ordinary least squar...
This article is concerned with the estimation problem of multicollinearity in two seemingly unrelate...
A new relative efficiency in linear model in reference is instructed into the linear weighted regres...
AbstractIn this paper, the authors considered various procedures for testing for the independence of...
Abstract This paper is concerned with the estimating problem of seemingly unrelated (SU) non-paramet...
Seemingly unrelated regression model proposed by Zellner (1962) is appropriate and useful for a wide...
AbstractThe problem of estimating the common regression coefficients is addressed in this paper for ...
The well-known scheme for constructing a regression equation based on the least squares method works...
ABSTRACT This paper presents the review for the Seemingly Unrelated Regression Equation SUR or syste...
Efficiency gain from Aitken estimation in the seemingly unrelated regressions [Zellner (1962)] is no...
In Seemingly Unrelated Regressions (SUR) model, disturbances are assumed to be correlated across equ...
Two stage least squares regression analysis is the most practical statistical technique that is used...
We derive simpler expressions under a certain structure of design matrices for the two-stage Aitken ...
In this paper, following the results presented in Liu's work [Liu, A.Y., 2002. Efficient estimation ...
AbstractWe derive simpler expressions under a certain structure of design matrices for the two-stage...
In this dissertation, the conditions which determine the relative efficiency of ordinary least squar...
This article is concerned with the estimation problem of multicollinearity in two seemingly unrelate...
A new relative efficiency in linear model in reference is instructed into the linear weighted regres...
AbstractIn this paper, the authors considered various procedures for testing for the independence of...
Abstract This paper is concerned with the estimating problem of seemingly unrelated (SU) non-paramet...
Seemingly unrelated regression model proposed by Zellner (1962) is appropriate and useful for a wide...
AbstractThe problem of estimating the common regression coefficients is addressed in this paper for ...
The well-known scheme for constructing a regression equation based on the least squares method works...
ABSTRACT This paper presents the review for the Seemingly Unrelated Regression Equation SUR or syste...
Efficiency gain from Aitken estimation in the seemingly unrelated regressions [Zellner (1962)] is no...
In Seemingly Unrelated Regressions (SUR) model, disturbances are assumed to be correlated across equ...
Two stage least squares regression analysis is the most practical statistical technique that is used...
DOI
Add to ORKG