Useful invariance results for generalized regression models
- 31 August 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 13 (3), 327-340
- https://doi.org/10.1016/0304-4076(80)90083-4
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficientJournal of Econometrics, 1978
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrixJournal of Econometrics, 1978
- Estimation of seemingly unrelated regressions with unequal numbers of observationsJournal of Econometrics, 1977
- Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions EstimatorJournal of the American Statistical Association, 1976
- Transformations for Estimation of Linear Models with Nested-Error StructureJournal of the American Statistical Association, 1973
- Estimation of Seemingly Unrelated Regressions with Autoregressive DisturbancesJournal of the American Statistical Association, 1970
- Small Sample Properties of Alternative Estimators of Seemingly Unrelated RegressionsJournal of the American Statistical Association, 1968
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations EstimatorsJournal of the American Statistical Association, 1967