Restricted Estimator in Two Seemingly Unrelated Regression Model
Yükleniyor...
Tarih
2016
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Univ 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
Erdugan, Funda/0000-0001-7199-6413;
Anahtar Kelimeler
Restricted feasible estimator, Seemingly unrelated regressions, Two-stage estimator
Kaynak
Pakistan Journal Of Statistics And Operation Research
WoS Q Değeri
N/A
Scopus Q Değeri
Q1
Cilt
12
Sayı
4
Künye
Erdugan, F., & Akdeniz, F. (2016). Restricted estimator in two seemingly unrelated regression model. Pakistan Journal of Statistics and Operation Research, 12(4), 579-588.
