Goodness-of-fit in the seemingly unrelated regressions model: A generalization
- 30 April 1979
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 10 (1) , 109-113
- https://doi.org/10.1016/0304-4076(79)90069-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Goodness of fit for seemingly unrelated regressions: Glahn's R2y.x and Hooper's r̄2Journal of Econometrics, 1977
- Estimation of Seemingly Unrelated Regressions with Vector Autoregressive ErrorsJournal of the American Statistical Association, 1973
- Goodness of Fit in Generalized Least Squares EstimationThe American Statistician, 1973
- Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously CorrelatedJournal of the American Statistical Association, 1967
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation BiasJournal of the American Statistical Association, 1962