References
- Bock , M. E. , Yancey , T. A. and Judge , G. G. 1973 . “The Statistical Consequences of Preliminary Test Estimators in Regression,” . Journal of the American Statistical Association , 68 March : 109 – 16 .
- Bock , M. E. , Judge , G. G. and Yancy , T. A. 1973 . “Some Comments on Estimation in Regression After Preliminary Tests of Significance,” . Journal of Econometrics , 1 June : 191 – 200 .
- Kakwani , N. C. 1967 . “The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimator,” . Journal of the American Statistical Association , 62 March : 141 – 2 .
- Kataoka , Y. 1974 . “The Exact Finite Sample Distribution of Joint Least Squares Estimators for Seemingly Unrelated Regression Equations,” . Economic Studies Quarterly , 25 August : 36 – 44 .
- Kendall , M. G. and Stuart , A. 1962 . The Advanced Theory of Statistics , Vol. 1 , New York : Hafner Publishing Co. .
- Revankar , N. S. 1972 . “An Extension of Zellner's Finite Sample Results in the Context of sur Equations,” , Buffalo : Department of Economics, State University of New York . (mimeographed)
- Revankar , N. S. 1974 . “Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations,” . Journal of the American Statistical Association , 69 March : 187 – 190 .
- Theil , H. 1971 . Principles of Econometrics , New York : John Wiley & Sons, Inc. .
- 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 .
- Zellner , A. 1972 . “Estimators of Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results,” Corrigendum . Journal of the American Statistical Association , 67 March : 255