{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,9,13]],"date-time":"2023-09-13T21:23:11Z","timestamp":1694640191823},"reference-count":16,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":8966,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1986,4]]},"abstract":"<jats:p>Exact expressions are derived for the density function, variance, and kurtosis of a linear combination of the elements of a two-stage estimator for the coefficients in a single equation of a SUR system. The estimator is the first iterate in the iterative generalized least squares procedure described by Telser [14]. Our results generalize all previously known results for this estimator and, in certain special cases, also generalize some earlier exact results for Zellner's unrestricted covariance matrix estimator, to which it reduces in these special cases.<\/jats:p>","DOI":"10.1017\/s0266466600011373","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:14:39Z","timestamp":1287393279000},"page":"66-74","source":"Crossref","is-referenced-by-count":5,"title":["Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model"],"prefix":"10.1017","volume":"2","author":[{"given":"G. H.","family":"Hillier","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"S. E.","family":"Satchell","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600011373_ref007","unstructured":". Maekawa, M. Finite Sample Properties of a Simplified Telser Estimator for SUR Model. Technical Report No. 127, Hiroshima University, Japan, (1984)."},{"key":"S0266466600011373_ref013","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(79)90061-7"},{"key":"S0266466600011373_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/1911185"},{"key":"S0266466600011373_ref004","doi-asserted-by":"publisher","DOI":"10.2307\/1911467"},{"key":"S0266466600011373_ref003","volume-title":"Higher Transcendental Functions","volume":"2","author":"Erdelyi","year":"1953"},{"key":"S0266466600011373_ref016","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1963.10480681"},{"key":"S0266466600011373_ref012","unstructured":". Satchell, S. E. Some properties of Telser's estimator for seemingly unrelated regression models. Essex University Discussion Paper No. 226."},{"key":"S0266466600011373_ref001","doi-asserted-by":"publisher","DOI":"10.2307\/1912540"},{"key":"S0266466600011373_ref010","volume-title":"Handbook of Econometrics","author":"Rothenberg","year":"1984"},{"key":"S0266466600011373_ref005","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177703550"},{"key":"S0266466600011373_ref006","first-page":"36","article-title":"The exact finite sample distribution of least squares estimators for seemingly unrelated regression equations","volume":"25","author":"Kataoka","year":"1974","journal-title":"Economic Studies Quarterly"},{"key":"S0266466600011373_ref008","unstructured":". Phillips, P.C.B. The exact distribution of Zellner's SUR. Cowles Foundation Discussion Paper No. 680, 8 1983."},{"key":"S0266466600011373_ref009","doi-asserted-by":"publisher","DOI":"10.2307\/2648878"},{"key":"S0266466600011373_ref002","doi-asserted-by":"publisher","DOI":"10.1007\/BF02480302"},{"key":"S0266466600011373_ref015","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1962.10480664"},{"key":"S0266466600011373_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1964.10480731"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600011373","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,11,9]],"date-time":"2021-11-09T05:01:31Z","timestamp":1636434091000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600011373\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1986,4]]},"references-count":16,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1986,4]]}},"alternative-id":["S0266466600011373"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600011373","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1986,4]]}}}