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- W1969778856 abstract "Abstract In this article, we consider a system of two “seemingly unrelated regression” equations (yi = Xiβi + ui, i = 1, 2) with , and examine some finite sample properties of β-estimators based on the unrestricted estimate S of Σ = (σij ). The estimator of β2 is shown to be identical with the direct OLS estimator b 2 obtained from Equation 2. The estimator of β1 is shown to be more efficient than b 1, the direct OLS estimator of β1 obtained from Equation 1, for moderate departures of from zero; the efficiency, moreover, is shown to increase rapidly with the sample size for any given ρ." @default.
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- W1969778856 date "1974-03-01" @default.
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- W1969778856 title "Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations" @default.
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- W1969778856 doi "https://doi.org/10.1080/01621459.1974.10480149" @default.
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