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Article

Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results

Pages 977-992 | Published online: 10 Apr 2012

References

  • Aitken , A. C. “On least-squares and linear combination of observations” . Proceedings of the Royal Society of Edinburgh . Vol. 55 , pp. 42 – 8 .
  • Anderson , T. W. 1958 . Introduction to Multivariate Statistical Analysis , New York : John Wiley and Sons, Inc. .
  • Kendall , M. G. and Stuart , A. 1958 . The Advanced Theory of Statistics: Volume 1, Distribution Theory , London , , England : Charles Griffin and Company, Ltd. .
  • 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 .
  • Zellner , A. 1962 . “An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias” . Journal of the American Statistical Association , 57 : 348 – 68 .
  • Zellner , A. and Huang , D. S. “Further properties of efficient estimators for seemingly unrelated regression equations” , Social Systems Research Institute, University of Wisconsin . Systems Formulation and Methodology Workshop Paper 6101, 1961, to appear in the International Economic Review.

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