Restricted Estimator in Two Seemingly Unrelated Regression Model

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dc.contributor.authorErdugan, Funda
dc.contributor.authorAkdeniz, Fikri
dc.date.accessioned2020-06-25T18:17:02Z
dc.date.available2020-06-25T18:17:02Z
dc.date.issued2016
dc.departmentKırıkkale Üniversitesi
dc.descriptionErdugan, Funda/0000-0001-7199-6413;
dc.description.abstractThis 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.en_US
dc.identifier.citationErdugan, F., & Akdeniz, F. (2016). Restricted estimator in two seemingly unrelated regression model. Pakistan Journal of Statistics and Operation Research, 12(4), 579-588.en_US
dc.identifier.doi10.18187/pjsor.v12i4.1381
dc.identifier.endpage588en_US
dc.identifier.issn1816-2711
dc.identifier.issn2220-5810
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-85007170262
dc.identifier.scopusqualityQ1
dc.identifier.startpage579en_US
dc.identifier.urihttps://doi.org/10.18187/pjsor.v12i4.1381
dc.identifier.urihttps://hdl.handle.net/20.500.12587/6678
dc.identifier.volume12en_US
dc.identifier.wosWOS:000391122600002
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherUniv Punjaben_US
dc.relation.ispartofPakistan Journal Of Statistics And Operation Research
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectRestricted feasible estimatoren_US
dc.subjectSeemingly unrelated regressionsen_US
dc.subjectTwo-stage estimatoren_US
dc.titleRestricted Estimator in Two Seemingly Unrelated Regression Modelen_US
dc.typeArticle

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