USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS

被引：56

作者：

BREUSCH, TS

机构：

来源：

JOURNAL OF ECONOMETRICS | 1980年 / 13卷 / 03期

关键词：

D O I：

10.1016/0304-4076(80)90083-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：327 / 340

页数：14

相关论文

共 11 条

[1] Cox D.R., 1974, THEORETICAL STAT
[2] DON FJ, 1977, AE1077 I ACT EC TECH
[3] TRANSFORMATIONS FOR ESTIMATION OF LINEAR MODELS WITH NESTED-ERROR STRUCTURE
FULLER, WA
BATTESE, GE
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (343) : 626 - 632
[4] KAKWANI NC, 1967, J AM STAT ASSOC, V62, P141
[5] SMALL SAMPLE PROPERTIES OF ALTERNATIVE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSIONS
KMENTA, J
GILBERT, RF
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) : 1180 - &
[6] ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH AUTOREGRESSIVE DISTURBANCES
KMENTA, J
GILBERT, RF
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) : 186 - 197
[7] Magnus J. R., 1978, J ECONOMETRICS, V7, P281, DOI 10.1016/0304-4076(78)90056-8
[8] FURTHER EVIDENCE ON RELATIVE EFFICIENCIES OF ZELLNERS SEEMINGLY UNRELATED REGRESSIONS ESTIMATOR
MEHTA, JS
SWAMY, PAVB
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (355) : 634 - 639
[9] NAKAMURA A, 1978, J ECONOMETRICS, V7, P199
[10] Schmidt P., 1977, J ECONOMETRICS, V5, P365, DOI DOI 10.1016/0304-4076(77)90045-8