On seemingly unrelated regressions with error components ( statistical techniques).

Research output: Contribution to journalArticle

63 Scopus citations

Abstract

Avery derived a feasible Aitken estimator of the coefficient vector which is asymptotically inefficient. An alternative asymptotically efficient estimator is suggested based on an earlier result in a single equation case by Amemiya. - from Author

Original languageEnglish (US)
Pages (from-to)1547-1551
Number of pages5
JournalEconometrica
Volume48
Issue number6
DOIs
StatePublished - Jan 1 1980
Externally publishedYes

ASJC Scopus subject areas

  • Economics and Econometrics

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