Small Sample Properties of Alternative Estimators of Seemingly Unrelated Regressions
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Abstract
References (7)
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
1962 • 7,696 citations
Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
1967 • 1,019 citations
Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
1963 • 650 citations
Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
1962 • 294 citations
The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
1967 • 155 citations
Iterative Estimation of a Set of Linear Regression Equations
1964 • 114 citations
On the Sensitivity of Simultaneous-Equations Estimators to the Stochastic Assumptions of the Models
1966 • 26 citations