The Effect of Variable Correlation on the Efficiency of Seemingly Unrelated Regression in a Two-Equation Model
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1982.10477903
Reference10 articles.
1. Optimality of least squares in the seemingly unrelated regression equation model
2. The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
3. Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
4. A note on the estimation of seemingly unrelated regression systems
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