160
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Seemingly unrelated systems of econometric equations

&
Pages 667-684 | Received 03 Mar 2015, Accepted 20 Apr 2016, Published online: 12 May 2016

References

  • K. Abadir and J. Magnus, Notation in econometrics: A proposal for a standard, Econ. J. 5 (2002), pp. 76–90.
  • P.J. Dhrymes, Equivalence of iterative Aitken and maximum likelihood estimators for a system of regression equations, Aust. Econ. Pap. 10 (1971), pp. 20–24.
  • P.J. Dhrymes, Small sample and asymptotic relations between maximum likelihood and three stage least squares estimators, Econometrica 41 (1973), pp. 357–364.
  • P.J. Dhrymes, Introductory Econometrics, Springer-Verlag, New York, 1978.
  • P.J. Dhrymes, Mathematics for Econometrics, Springer-Verlag, New York, 2000.
  • J.A. Hausman, Full information instrumental variables estimation of simultaneous equations systems, Ann. Econ. Social Meas. 3 (1974), pp. 641–652.
  • J.R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, John Wiley & Sons, Chichester, 1988.
  • J.D. Sargan, Three-stage least-squares and full maximum likelihood estimates, Econometrica 32 (1964), pp. 77–81.
  • A. Zellner, An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias, J. Amer. Statist. Assoc. 57 (1962), pp. 348–368.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.