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The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators

Journal of the American Statistical AssociationPublished 1 March 1967
Nanak Kakwani
Citations58
SJR quartileQ1
SJR score4.10
SNIP3.08

Abstract

Abstract The purpose of the present note is to demonstrate the unbiasedness of Zellner's seemingly unrelated regression equations estimators under fairly general conditions.

Keywords

Mathematics