Estimation of the parameters in a two linear regression equations system with identical parameter vectors

Tiefeng Ma and Songgui Wang

Statistics & Probability Letters, 2009, vol. 79, issue 9, 1135-1140

Abstract: For two normal linear models with some of the parameters identical, a new estimator of the parameters is proposed and its statistical property is established. Two seemingly unrelated regression models with identical parameters are also considered. An efficient feasible estimator is obtained.

Keywords: 62F10 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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