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Restricted estimator in two seemingly unrelated regression model
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نویسنده
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erdugan f. ,akdeniz f.
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منبع
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pakistan journal of statistics and operation research - 2016 - دوره : 12 - شماره : 4 - صفحه:579 -588
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چکیده
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This article is concerned with the estimation problem of multicollinearity in two seemingly unrelated regression (sur) equations with linear restrictions. we propose a restricted feasible sur estimates of the regression coefficients of this model and compare with feasible generalized least squares (fgls) estimator and the estimator proposed by revankar (1974) in the matrix mean square error sense. the ideas in the article are evaluated using monte carlo simulation. © 2016,pak.j.stat.oper.res. all rights reserved.
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کلیدواژه
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Restricted feasible estimator; Seemingly unrelated regressions; Two-stage estimator
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آدرس
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department of statistics,faculty of arts and sciences,kinkkale university, Turkey, department of statistics,faculty of arts and sciences,kinkkale university, Turkey
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Authors
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