Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1963.10480681
Reference6 articles.
1. Aitken, A. C. “On least-squares and linear combination of observations”. Proceedings of the Royal Society of Edinburgh. Vol. 55, pp.42–8.
2. Pearson, K. “Researches on the mode of distribution of the constants of samples taken at random from a bivariate normal population”. Proceedings of the Royal Society of London, Series A. Vol. 112, pp.1–14.
3. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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