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Estimation of seemingly unrelated regressions with unequal numbers of observations

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  • Schmidt, Peter

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  • Schmidt, Peter, 1977. "Estimation of seemingly unrelated regressions with unequal numbers of observations," Journal of Econometrics, Elsevier, vol. 5(3), pages 365-377, May.
  • Handle: RePEc:eee:econom:v:5:y:1977:i:3:p:365-377
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    Cited by:

    1. Alessandro Gobbi & Tim Willems, 2011. "Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries," Tinbergen Institute Discussion Papers 11-145/2, Tinbergen Institute.
    2. Lynch, Anthony W. & Wachter, Jessica A., 2013. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(01), pages 277-307, February.
    3. Patrick Waelbroeck, 2005. "Computational Issues in the Sequential Probit Model: A Monte Carlo Study," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 141-161, October.
    4. Radhey S. Singh & Lichun Wang, 2012. "A Note on Estimation in Seemingly Unrelated Semi-Parametric Regression Models," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 56-69, January.
    5. Hailong Qian & Heather L. Bednarek, 2015. "Partial efficient estimation of SUR models," Economics Bulletin, AccessEcon, vol. 35(1), pages 338-348.
    6. Olivier Donni & Eleonora Matteazzi, 2012. "On the Importance of Household Production in Collective Models: Evidence from U.S. Data," Annals of Economics and Statistics, GENES, issue 105-106, pages 99-125.
    7. Gray, Wayne B. & Shadbegian, R.J.Ronald J., 2004. "'Optimal' pollution abatement--whose benefits matter, and how much?," Journal of Environmental Economics and Management, Elsevier, vol. 47(3), pages 510-534, May.
    8. Radhey S. Singh & Lichun Wang, 2011. "Bayes and Empirical Bayes Estimators with Their Unique Simpler Forms and Their Superiorities over BLUE in Two Seemingly Unrelated Regressions," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(2), pages 88-103, July.
    9. Snyder, Ralph D. & Ord, J. Keith & Koehler, Anne B. & McLaren, Keith R. & Beaumont, Adrian N., 2017. "Forecasting compositional time series: A state space approach," International Journal of Forecasting, Elsevier, vol. 33(2), pages 502-512.
    10. repec:eee:ecmode:v:70:y:2018:i:c:p:87-96 is not listed on IDEAS
    11. Neibergs, J. Shannon, 1998. "Macroeconomic Conditions And Agribusiness Profitability: An Analysis Using Pooled Data," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IFAMA), vol. 1(01).
    12. Andrew J. Patton, 2006. "Estimation of multivariate models for time series of possibly different lengths," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 147-173.
    13. Henningsen, Arne & Hamann, Jeff, 2006. "systemfit: A Package to Estimate Simultaneous Equation Systems in R," MPRA Paper 1421, University Library of Munich, Germany.
    14. Bordo, Michael D. & Rockoff, Hugh, 1996. "The Gold Standard as a “Good Housekeeping Seal of Approval”," The Journal of Economic History, Cambridge University Press, vol. 56(02), pages 389-428, June.
    15. Richardson, Katarina, 2000. "The evolution of the marriage premium in the Swedish labor market 1968-1991," Working Paper Series 2000:5, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    16. Pamela Parrish Peterson, 1980. "A Re-Examination Of Seemingly Unrelated Regressions Methodology Applied To Estimation Of Financial Relationships," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 297-308, September.
    17. Wang, Lichun & Lian, Heng & Singh, Radhey S., 2011. "On efficient estimators of two seemingly unrelated regressions," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 563-570, May.
    18. Henningsen, Arne & Hamann, Jeff D., 2007. "systemfit: A Package for Estimating Systems of Simultaneous Equations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i04).
    19. Drton, Mathias & Andersson, Steen A. & Perlman, Michael D., 2006. "Conditional independence models for seemingly unrelated regressions with incomplete data," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 385-411, February.
    20. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.
    21. Luz María Ferrada & Pilar Zarzosa, 2010. "Diferencias Regionales en la Participación Laboral Femenina en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 249-272.

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