Restricted estimator in two seemingly unrelated regression model
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Dosyalar
Tarih
2016
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
unıv punjab
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
This article is concerned with the estimation problem of multicollinearity in two seemingly unrelated regression (SUR) equations with linear restrictions. We propose a restricted feasible SUR estimates of the regression coefficients of this model and compare with feasible generalized least squares (FGLS) estimator and the estimator proposed by Revankar (1974) in the matrix mean square error sense. The ideas in the article are evaluated using Monte Carlo simulation.
Açıklama
WOS: 000391122600002
Anahtar Kelimeler
Restricted Feasible Estimator, Seemingly Unrelated Regressions, Two-stage estimator
Kaynak
Pakıstan journal of statıstıcs and operatıon research
WoS Q Değeri
N/A
Scopus Q Değeri
Cilt
12
Sayı
4
