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Estimation of Seemingly Unrelated Regression Equation Model Under Specification Error
S K Srivastava1, V K Srivastava1
1Lucknow University, India.
Abstract:
Postulating a slightly general set-up of a two equation model specification errors in estimating the coefficient in a seemingly unrelated regression equation model, utilizing asymptotically more efficient estimators than the least square method, are considered and symptotic properties are analyzed.
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