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Theory and Method

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

Pages 890-895 | Received 01 Sep 1980, Published online: 12 Mar 2012

References

  • Dwivedi , T. D. and Srivastava , V. K. 1978 . “Optimality of Least Squares in the Seemingly Unrelated Regression Equation Model,” . Journal of Econometrics , 7 : 391 – 395 .
  • H.P. Dresvry, Ltd. 1975–1980 . Shipping Statistics and Economics London various issues
  • Kakwani , N. C. 1967 . “The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimates,” . Journal of the American Statistical Association , 62 : 141 – 142 .
  • Revankar , Magesh S. 1974 . “Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations,” . Journal of the American Statistical Association , 69 : 187 – 190 .
  • Schmidt , Peter . 1978 . “A Note on the Estimation of Seemingly Unrelated Regression Systems,” . Journal of Econometrics , 7 : 259 – 261 .
  • Selvig Publishing Co. 1975–1980 . Norwegian Shipping News Oslo various issues
  • Theil , Henri . 1971 . Principles of Econometrics , New York : John Wiley .
  • Zellner , Arnold . 1962 . “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” . Journal of the American Statistical Association , 57 : 348 – 368 .
  • Zellner , Arnold . 1963 . “Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results,” . Journal of the American Statistical Association , 58 : 977 – 992 .
  • Zellner , Arnold and Huang , David S. 1962 . “Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations,” . International Economic Review , 3 : 300 – 313 .

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