This paper investigates the efficiencies of several generalized least squares estimators (GLSEs) in terms of the covariance matrix. Two models are analyzed: a seemingly unrelated regression model and a heteroscedastic model. In both models, we define a class of unbiased GLSEs and show that their cov
β¦ LIBER β¦
Optimality of least squares in the seemingly unrelated regression equation model
β Scribed by T.D Dwivedi; V.K Srivastava
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 227 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0304-4076
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