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Schmidt, Peter

Estimation of seemingly unrelated regressions with unequal numbers of observations. (English) Zbl 0379.62058

J. Econom. 5, 365-377 (1977).
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Cited in 16 Documents

MSC:

62J05 Linear regression; mixed models
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References:

[1] Fuller, W. A.; Battese, G. E., Transformations for estimation of linear models with nested-error structure, Journal of the American Statistical Association, 68, 626-632 (1973) · Zbl 0271.62087
[2] Hocking, R. R.; Smith, W. B., Estimation of parameters in the multivariate normal distribution with missing observations, Journal of the American Statistical Association, 63, 154-173 (1968)
[3] Kakwani, N. C., The unbiasedness of Zellner’s seemingly unrelated regression equations estimators, Journal of the American Statistical Association, 62, 141-142 (1967) · Zbl 0152.37201
[4] Kmenta, J.; Gilbert, R. F., Small sample properties of alternative estimators of seemingly unrelated regressions, Journal of the American Statistical Association, 63, 1180-1200 (1968)
[5] Parks, R. W., Efficient estimation of a system of regression equations when disturbances are both serially and contemporaneously correlated, Journal of the American Statistical Association, 62, 500-509 (1967) · Zbl 0149.15202
[6] Srivastava, J. N.; Zaatar, M. K., Monte Carlo comparison of four estimators of dispersion matrix of a bivariate normal population, Journal of the American Statistical Association, 68, 180-183 (1973), using incomplete data
[7] Swamy, P. A.V. B.; Mehta, J. S., On Bayesian estimation of seemingly unrelated regressions when some observations are missing, Journal of Econometrics, 3, 157-169 (1975) · Zbl 0299.62035
[8] Wilks, S. S., Moments and distributions of estimates of population parameters from fragmentary samples, Annals of Mathematical Statistics, 3, 167-195 (1932) · Zbl 0005.07301
[9] Zellner, A., An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias, Journal of the American Statistical Association, 57, 348-368 (1962) · Zbl 0113.34902
[10] Zellner, A., Estimators for seemingly unrelated regression equations: Some exact finite sample results, Journal of the American Statistical Association, 58, 977-992 (1963) · Zbl 0129.11203
[11] Zellner, A.; Huang, D. S., Further properties of efficient estimators for seemingly unrelated regression equations, International Economic Review, 3, 300-313 (1962) · Zbl 0156.40001
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