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Journal of the American Statistical Association Volume 77, 1982 - Issue 380
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Theory and Method

The Effect of Variable Correlation on the Efficiency of Seemingly Unrelated Regression in a Two-Equation Model

James K. Binkley Department of Agricultural Economics, Purdue University, West Lafayette, IN, 47907, USA
Pages 890-895 | Received 01 Sep 1980, Published online: 12 Mar 2012

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Robab Mehdizadeh Esfanjani, Dariush Najarzadeh, Hossein Jabbari Khamnei, Farshin Hormozinejad & Mahnaz Talebi. (2023) A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models. Journal of Statistical Computation and Simulation 93:13, pages 2176-2195.
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Robab Mehdizadeh Esfanjani, Dariush Najarzadeh, Hossein Jabbari Khamnei, Farshin Hormozinejad & Mahnaz Talebi. (2022) Two-parameter ridge estimation in seemingly unrelated regression models. Communications in Statistics - Simulation and Computation 51:9, pages 4904-4918.
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Ricardo Gonçalves & Pedro Pita Barros. (2013) Economies of scale and scope in the provision of diagnostic techniques and therapeutic services in Portuguese hospitals. Applied Economics 45:4, pages 415-433.
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Tomoe Moore & Christopher J. Green. (2008) Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India. The European Journal of Finance 14:7, pages 641-661.
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Luis Firinguetti & Hernán Rubio. (2008) Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations. Communications in Statistics - Theory and Methods 37:15, pages 2433-2446.
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Tomoe Moore, Christopher J Green & Victor Murinde. (2005) Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India. The Journal of Development Studies 41:4, pages 675-702.
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Viren K. Srivastava & Alan T. K. Wan. (2002) SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS. Communications in Statistics - Theory and Methods 31:11, pages 2077-2099.
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Luis Firinguetti. (1997) Ridge regression in the context of a system of seemingly unrelated regression equations. Journal of Statistical Computation and Simulation 56:2, pages 145-162.
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DavidM. Rocke. (1989) Bootstrap Bartlett Adjustment in Seemingly Unrelated Regression. Journal of the American Statistical Association 84:406, pages 598-601.
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JamesK. Binkley & CarlH. Nelson. (1988) A Note on the Efficiency of Seemingly Unrelated Regression. The American Statistician 42:2, pages 137-139.
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