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

B. H. Baltagi

doi:10.2307/1912824

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

B. H. Baltagi

Research output: Contribution to journal › Article › peer-review

72 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 language	English (US)
Pages (from-to)	1547-1551
Number of pages	5
Journal	Econometrica
Volume	48
Issue number	6
DOIs	https://doi.org/10.2307/1912824
State	Published - 1980
Externally published	Yes

ASJC Scopus subject areas

Economics and Econometrics

Access to Document

10.2307/1912824

Cite this

@article{a7e708ee6efb4287b76e8ec8993e54a6,

title = "On seemingly unrelated regressions with error components ( statistical techniques).",

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",

author = "Baltagi, {B. H.}",

year = "1980",

doi = "10.2307/1912824",

language = "English (US)",

volume = "48",

pages = "1547--1551",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

number = "6",

}

TY - JOUR

T1 - On seemingly unrelated regressions with error components ( statistical techniques).

AU - Baltagi, B. H.

PY - 1980

Y1 - 1980

N2 - 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

AB - 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

UR - http://www.scopus.com/inward/record.url?scp=0019184490&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0019184490&partnerID=8YFLogxK

U2 - 10.2307/1912824

DO - 10.2307/1912824

M3 - Article

AN - SCOPUS:0019184490

SN - 0012-9682

VL - 48

SP - 1547

EP - 1551

JO - Econometrica

JF - Econometrica

IS - 6

ER -

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

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this