A SIMPLIFIED EXPOSITION OF SEEMINGLY UNRELATED REGRESSIONS AND THREE STAGE LEAST SQUARES
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1974.mp36003006.x/fullpdf
Reference3 articles.
1. ‘An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias’;Zellner;Journal of the American Statistical Association,1962
2. Theil , H. Principles of Econometrics North Holland
3. ‘Three Stage Least Squares: Simultaneous Estimation of Simultaneous Equations’;Zellner;Econometrica,1962
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1. The Bias Due to Omitting Income When Estimating Demand Functions;Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie;1992-11
2. A note on seemingly unrelated regression equations with residual vectors as explanatory variables;Statistics & Probability Letters;1987-11
3. On the efficiency gains from imposing symmetry constraints in demand systems;Economics Letters;1986-01
4. Estimation of seemingly unrelated regression equations;Journal of Econometrics;1979-04
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