Sun, Yuqin; Ke, Rong; Tian, Yongge - In: AStA Advances in Statistical Analysis 98 (2014) 2, pp. 103-120
Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between … equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of … restrictions, estimability of parametric functions under a singular seemingly unrelated regression model using the matrix rank …