Efficient Estimation of Two Seemingly Unrelated Regression Equations
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- Hiroshi Kurata & Shun Matsuura, 2016. "Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(4), pages 705-723, August.
- Xu, Qinfeng & You, Jinhong & Zhou, Bin, 2008. "Seemingly unrelated nonparametric models with positive correlation and constrained error variances," Economics Letters, Elsevier, vol. 99(2), pages 223-227, May.
- Wang, Min & Sun, Xiaoqian, 2012. "Bayesian inference for the correlation coefficient in two seemingly unrelated regressions," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2442-2453.
- Jinhong You & Xian Zhou, 2010. "Statistical inference on seemingly unrelated varying coefficient partially linear models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 227-253.
- Ma, Tiefeng & Wang, Songgui, 2009. "Estimation of the parameters in a two linear regression equations system with identical parameter vectors," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1135-1140, May.
- Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
- repec:eee:stapro:v:126:y:2017:i:c:p:119-126 is not listed on IDEAS
- 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.
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Keywordstwo-stage estimates finite sample efficiency mean square error;
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