Estimation of a Linear Sur Model with Unequal Numbers of Observations Academic Article

abstract

• This paper clarifies the differences in the alternative estimators of the error covariance matrix Σ in the SUR model with unequal numbers of observations. It identifies a sample statistic which represents their essential differences and hence is a useful guide for the choice of an estimator in practice. The paper also presents an alternative estimator of Σ based on the specification in Telser (1964).

authors

• Hwang, Haeshin

published proceedings

• The Review of Economics and Statistics

author list (cited authors)

• Hwang, H.

citation count

• 14

complete list of authors

• Hwang, Hae-shin

publication date

• August 1990

publisher

• JSTOR  Publisher

published in

• Review of Economics and Statistics  Journal

Digital Object Identifier (DOI)

• 10.2307/2109360

start page

• 510

end page

• 510

volume

• 72

issue

• 3

URL

• http%3A%2F%2Fdx.doi.org%2F10.2307%2F2109360