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- W2029075690 abstract "This paper considers Zellner's two estimators in a seemingly unrelated regression equations (SURE) model. Efficiency properties of the two estimators are analyzed by asymptotic expansions and Monte Carlo experiments under non-normal disturbances. It is shown that the two estimators have the same efficiency up to the second-order terms of O(T−12), and that non-normality influences the rate of convergency to normality of the estimators." @default.
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- W2029075690 date "1995-03-01" @default.
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- W2029075690 title "Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances" @default.
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- W2029075690 doi "https://doi.org/10.1016/0304-4076(94)01609-4" @default.
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