In this paper we reconsider the results in Wang [Wang, J., 1995. Asymptotic normality of L1-estimators in nonlinear regression. J. Multivariate Anal. 54, 227-238; Wang, J., 1996. Asymptotics of least-squares estimators for constrained nonlinear regression. Ann. Statist. 4, 1316-1326], who studies...

This paper considers the implementation of prior stochastic information on unknown outcomes of the response variables into estimation and forecasting of systems of linear regression equations in the context of time series, cross sections, pooled and longitudinal data models. The established...