On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610919508813229
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1. A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Lattice conditional independence models for seemingly unrelated regressions;Communications in Statistics - Simulation and Computation;2000-01
2. On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model;Journal of Multivariate Analysis;1999-07
3. ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR;JOURNAL OF THE JAPAN STATISTICAL SOCIETY;1996
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