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Theory and Method

Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator

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Pages 634-639 | Received 01 Jan 1975, Published online: 05 Apr 2012

References

  • Fuller , W. A. and Battese , G. E. 1973 . “Transformations for Estimation of Linear Models with Nested-Error Structure,” . Journal of the American Statistical Association , 68 September : 626 – 32 .
  • Kakwani , N. C. 1967 . “The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators,” . Journal of the American Statistical Association , 62 March : 141 – 2 .
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  • 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 – 90 .
  • Srivastava , V. K. 1970 . “The Efficiency of Estimating Seemingly Unrelated Regression Equations,” . Annals of the Institute of Statistical Mathematics , 22 ( No. 3 ) : 483 – 93 .
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  • Zellner , A. 1962 . “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” . Journal of the American Statistical Association , 57 June : 348 – 68 .
  • Zellner , A. 1963 . “Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results,” . Journal of the American Statistical Association , 58 December : 977 – 92 . “Corrigenda,” 67 March 1972, 255
  • Zellner , A. and Huang , D. S. 1962 . “Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations,” . International Economic Review , 3 September : 300 – 13 .

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