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Original Articles

The efficiency of least squares estimators of a seemingly unrelated regression model

Pages 919-925 | Received 01 May 1990, Published online: 05 Jul 2007

References

  • Bloomfield , P. and Watson , G. S . 1975 . The inefficiency of least squares . Biometrika , 62 : 121 – 128 .
  • Zellner , A. 1963 . Estimators for Seemingly Unrelated Regression equations:Some exact finite sample results . Journal of the American Statistical Association , 58 : 977 – 992 .
  • Revankar , N. S. 1974 . Some finite sample results in the context of two seemingly unrelated regression equations . Journal of the American Statistical Association , 69 : 187 – 190 .
  • Chang , Y. C. and Lin , C. T. 1984 . “ A further study on two-equations model of seemingly unrelated regression systems with discussion on necessary and sufficient conditions for estimation ” . In Procceeding of the Business and Economics Statistical Section , 511 – 513 . American Statistical Association 1984 .

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