Bounds for the covariance matrices of Zellner's estimator in the SUR model and the 2SAE in a heteroscedastic model
by Takeaki Kariya. Hitotsubashi University, Institute of Economic Research
| Year of publication: |
[1982]
|
|---|---|
| Authors: | Kariya, Takeaki |
| Publisher: |
[Tokyo] |
| Subject: | Statistik | Streuung | Korrelation und Regression | Schätztheorie | Estimation theory | Korrelation | Correlation | Heteroskedastizität | Heteroscedasticity |
| Extent: | S. 975-979 4° |
|---|---|
| Series: | Reprint series ; Nr 106 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus: Journal of the American Statistical Association. Vol. 76. 1981, Nr 376 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003638129