Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series B, Pt. 1, 135--138

ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH UNEQUAL NUMBERS OF OBSERVATION

By

V. K. SHARMA, Indian Agricultural Statistics Research Institute

 

SUMMARY. In this note an attempt is made to estimate seemingly unrelated two-equation regression models when the numbers of observations are unequal and the order of observations cannot be disturbed as in time-series data. It is seen that the results given by Schmidt (1977) become particular cases of the situations discussed here.

AMS(1980)subject classification. 62P20

Key words and phrases. Generalized least-squares estimators, least-squares residuals, first-order auto-regressive errors

FULL PAPER.

This article in Mathematical Reviews.