Abstract
For the system of two seemingly unrelated regressions with uniform correlation error, we present an estimator sequence for regression parameter and further indicate the sequence converges to a limiting expression. In the case that the variance-covariance matrix of the error variables is unknown, a simpler two-stage estimator is proposed and it is shown that it is preferred based on its small sample properties and some numerical illustrations.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
