Multivariate seemingly unrelated regression system is raised first and the two stage estimation and its covariance matrix are given. The results of the literatures[1-5] are extended in this paper.
基金Supported by the NSF of Henan Province(0611052600)
文摘Multivariate seemingly unrelated regression system is raised first and the two stage estimation and its covariance matrix are given. The results of the literatures[1-5] are extended in this paper.
