Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression

Business & Economics

• Generalized Least Squares 86%
• Seemingly Unrelated Regression 86%
• Matrix 61%
• Regression Model 57%
• Estimator 55%
• Contemporaneous Correlation 33%
• Loss Function 26%

Mathematics

• Seemingly Unrelated Regression 100%
• Regression Model 57%
• Estimator 41%
• Equivariant Estimator 32%
• Quadratic Loss Function 32%
• Model Error 31%
• Multiple Models 29%
• Multiple Regression 27%
• Error term 23%
• Regression 17%
• Range of data 14%