Les effets de corrélation contemporaine et non contemporaine sur l'estimation d'un système d'équations de régression
Abdel-Badie, Farib E. ; Abdel-Fatah, Mohamed F.M.
Revue de Statistique Appliquée, Tome 22 (1974), p. 69-80 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1974-01-01
@article{RSA_1974__22_2_69_0,
     author = {Abdel-Badie, Farib E. and Abdel-Fatah, Mohamed F.M.},
     title = {Les effets de corr\'elation contemporaine et non contemporaine sur l'estimation d'un syst\`eme d'\'equations de r\'egression},
     journal = {Revue de Statistique Appliqu\'ee},
     volume = {22},
     year = {1974},
     pages = {69-80},
     mrnumber = {395062},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/RSA_1974__22_2_69_0}
}

Abdel-Badie, Farib E.; Abdel-Fatah, Mohamed F.M. Les effets de corrélation contemporaine et non contemporaine sur l'estimation d'un système d'équations de régression. Revue de Statistique Appliquée, Tome 22 (1974) pp. 69-80. http://gdmltest.u-ga.fr/item/RSA_1974__22_2_69_0/

[1] Chernoff, H., - Large-Sample Theory : Parametric Case, Annals of Mathematical Statistics, Volume 27, 1965, pp. 1-22. | Zbl 0072.35703

[2] Cramer H., - Mathematical Methods of Statistics, Princeton University, Princeton, N. J., 1946. | MR 16588 | Zbl 0063.01014

[3] Goldberger, A.S., - Econometric Theory, John Wiley & Sons, New-York, 1964. | MR 158754 | Zbl 0124.12102

[4] Houthakker H.S., - Additive Preferences, Econometrica, Volume 28, 1960, pp. 244-257. | MR 115812 | Zbl 0117.15704

[5] Johnston, J., - Econometric Methods, Mc Graw Hill Book Gs., New-York, 1963.

[6] Loeve, M., - Probability Theory, D. Van Nostrand Co, Princeton, 1955. | MR 123342 | Zbl 0066.10903

[7] Telser, L.G., - Iterative Estimation of a set of Linear Regression Equations, Journal of the American Statistical Association, Volume 9, 1964, pp. 854-862. | MR 166875 | Zbl 0131.35902

[8] Zellner, A., - An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias, Journal of the American Statistical Association, Volume 57, 1962, pp. 348-368. | Zbl 0113.34902

[9] Zellner, A., - Estimators of Seemingly Unrelated Regressions : Some Exact Finite Sample Results, Journal of the American Statistical Association, Volume 58, 1963, pp. 977-992. | Zbl 0129.11203

[10] Zellner, A., and H. Theil, Three Stage Least Squares - Simultaneous Estimation of Simultaneous Equations, Econometrica, Volume 30, 1960, pp. 54-78. | MR 179885 | Zbl 0106.13205