Some Finite Sample Properties Of Seemingly Unrelated Unrestricted Regression Model A New ApproachJournal: International Journal of Scientific & Technology Research (Vol.4, No. 5)
Publication Date: 2015-05-15
Authors : Ghazal.A.Ghazal; Salwa.A.Hegazy;
Page : 66-73
Keywords : Keywords Seemingly unrelated unrestricted SUUR model exact finite sample properties exact moment;
Abstract this article study some finite sample properties of zellner estimators when the case of the regressors in the second equation is subset of the regressors in the first equation. A new approach is given based on the unrestricted residual we derive the exact first and second moment of the estimator. Consider with the orthogonal condition and normality of the disturbances terms.
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