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Theory and Method

Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations

Pages 187-190 | Received 01 Aug 1972, Published online: 05 Apr 2012

References

  • Kakwani , N. C. 1967 . “The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimator” . Journal of the American Statistical Association , 62 March : 141 – 2 .
  • Revankar , N. S. 1972 . “Seemingly Unrelated Regression Equations: Alternative Estimators and Some Finite Sample Results in the Two Equations Case” , Buffalo : Department of Economics, State University of New York . Discussion Paper Number 239
  • Revankar , N. S. 1972 . “An Extension of Zellner's Finite Sample Results in the Context of SUR Equations” , Buffalo : Mimeograph, Department of Economics, State University of New York .
  • Telser , L. G. 1964 . “Iterative Estimation of a Set of Linear Regression Equations” . Journal of the American Statistical Association , 59 September : 845 – 62 .
  • Zellner , A. 1962 . “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests of Aggregation Bias” . Journal of the American Statistical Association , 57 June : 348 – 68 .
  • Zellner , A. 1963 . “Estimators of Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results” . Journal of the American Statistical Association , 58 December : 977 – 92 .

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