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Seemingly Unrelated Regressions

  • Badi H. Baltagi
Chapter
Part of the Springer Texts in Business and Economics book series (STBE)

Keywords

Relative Efficiency Plot Resid Unrelated Regression Smith Method Value1 Capital1 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Baltagi, B.H. (1993), “Trace Minimization of Singular Systems With Cross-Equation Restrictions,” Econometric Theory, Problem 93.2.4, 9: 314–315.Google Scholar
  2. Baltagi, B.H. and J.M. Griffin (1983), “Gasoline Demand in the OECD: An Application of Pooling and Testing Procedures,” European Economic Review, 22: 117–137.CrossRefGoogle Scholar
  3. Binkley, J.K. and C.H. Nelson (1988), “A Note on the Efficiency of Seemingly Unrelated Regression,” The American Statistician, 42: 137–139.Google Scholar
  4. Breusch, T.S. and A.R. Pagan (1980), “The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics, Review of Economic Studies, 47: 239–253.CrossRefGoogle Scholar
  5. Grunfeld, Y. (1958), “The Determinants of Corporate Investment,” unpublished Ph.D. dissertation (University of Chicago: Chicago, IL).Google Scholar
  6. Im, Eric Iksoon (1994), “Trace Minimization of Singular Systems With Cross-Equation Restrictions,” Econometric Theory, Solution 93.2.4, 10: 450.Google Scholar
  7. Kmenta, J. (1986), Elements of Econometrics (Macmillan: New York).Google Scholar
  8. Schmidt, P. (1977), “Estimation of Seemingly Unrelated Regressions With Unequal Numbers of Observations,” Journal of Econometrics, 5: 365–377.CrossRefGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  • Badi H. Baltagi
    • 1
  1. 1.Center for Policy Research and Department of EconomicsSyracuse UniversitySyracuseUSA

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