The SYSLIN Procedure

References

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  • Fuller, W. A. (1977), “Some Properties of a Modification of the Limited Information Estimator,” Econometrica, 45, 939–952.

  • Hausman, J. A. (1975), “An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models,” Econometrica, 43, 727–738.

  • Johnston, J. (1984), Econometric Methods, 3rd Edition, New York: McGraw-Hill.

  • Judge, G. G., Griffiths, W. E., Hill, R. C., Lütkepohl, H., and Lee, T.-C. (1985), The Theory and Practice of Econometrics, 2nd Edition, New York: John Wiley & Sons.

  • Maddala, G. S. (1977), Econometrics, New York: McGraw-Hill.

  • Park, S.-B. (1982), “Some Sampling Properties of Minimum Expected Loss (MELO) Estimators of Structural Coefficients,” Journal of Econometrics, 18, 295–311.

  • Pindyck, R. S. and Rubinfeld, D. L. (1981), Econometric Models and Econometric Forecasts, 2nd Edition, New York: McGraw-Hill.

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  • Rao, P. (1974), “Specification Bias in Seemingly Unrelated Regressions,” in Essays in Honor of Tinbergen, volume 2, New York: International Arts and Sciences Press.

  • Savin, N. E. and White, K. J. (1978), “Testing for Autocorrelation with Missing Observations,” Econometrica, 46, 59–67.

  • Theil, H. (1971), Principles of Econometrics, New York: John Wiley & Sons.

  • Zellner, A. (1962), “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” Journal of the American Statistical Association, 57, 348–368.

  • Zellner, A. (1978), “Estimation of Functions of Population Means and Regression Coefficients: A Minimum Expected Loss (MELO) Approach,” Journal of Econometrics, 8, 127–158.

  • Zellner, A. and Park, S.-B. (1979), “Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models,” Journal of the American Statistical Association, 74, 185–193.