ON THE ASYMPTOTIC EFFICIENCY OF FEASIBLE AITKEN ESTIMATORS FOR SEEMINGLY UNRELATED REGRESSION-MODELS WITH ERROR-COMPONENTS

被引:19
作者
PRUCHA, IR
机构
关键词
D O I
10.2307/1911468
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:203 / 207
页数:5
相关论文
共 9 条
[1]  
Amemiya T., 1971, INT ECON REV, V12, P1
[2]   FORMULATION AND ESTIMATION OF DYNAMIC-MODELS USING PANEL DATA [J].
ANDERSON, TW ;
HSIAO, C .
JOURNAL OF ECONOMETRICS, 1982, 18 (01) :47-82
[3]   ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS [J].
ANDERSON, TW ;
HSIAO, C .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) :598-606
[4]   ERROR COMPONENTS AND SEEMINGLY UNRELATED REGRESSIONS [J].
AVERY, RB .
ECONOMETRICA, 1977, 45 (01) :199-209
[5]   ON SEEMINGLY UNRELATED REGRESSIONS WITH ERROR-COMPONENTS [J].
BALTAGI, BH .
ECONOMETRICA, 1980, 48 (06) :1547-1551
[6]  
BALTAGI BM, 1979, UNPUB SEEMINGLY UNRE
[7]  
PRUCHA IR, 1981, 15 U MAR DEP EC WORK
[8]   EXACT FINITE SAMPLE PROPERTIES OF ESTIMATORS OF COEFFICIENTS IN ERROR COMPONENTS REGRESSION MODELS [J].
SWAMY, PAV ;
ARORA, SS .
ECONOMETRICA, 1972, 40 (02) :261-275
[9]  
Theil H., 1971, PRINCIPLES ECONOMETR