Optimality of least squares in the seemingly unrelated regression equation model
- 1 April 1978
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 7 (3) , 391-395
- https://doi.org/10.1016/0304-4076(78)90062-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Linear Least Squares RegressionThe Annals of Mathematical Statistics, 1967
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear ModelsThe Annals of Mathematical Statistics, 1967
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation BiasJournal of the American Statistical Association, 1962