Maximum Likelihood Estimators of Parameters in Seemingly Unrelated Regression System

Feng Rong WEI

Systems Engineering - Theory & Practice ›› 1999, Vol. 19 ›› Issue (2) : 62-64.

PDF(169 KB)
PDF(169 KB)
Systems Engineering - Theory & Practice ›› 1999, Vol. 19 ›› Issue (2) : 62-64. DOI: 10.12011/1000-6788(1999)2-62
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Maximum Likelihood Estimators of Parameters in Seemingly Unrelated Regression System

  • Feng Rong WEI
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Abstract

This paper gives the maximum likelihood estimators of parameters β, ρ, σ 2 or V in seemingly unrelated regression system under the existence of the uniformly minimum risk unbiased estimator.

Key words

seemingly unrelated regression system / uniform covariance structure / maximum likelihood estimation

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Feng Rong WEI. Maximum Likelihood Estimators of Parameters in Seemingly Unrelated Regression System. Systems Engineering - Theory & Practice, 1999, 19(2): 62-64 https://doi.org/10.12011/1000-6788(1999)2-62
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