Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(92)90111-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1982050849
@@ Property / OpenAlex ID: W1982050849 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Experimental Design for Error Components Models
+Normal rank
@@ Property / cites work @@
+Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
+Normal rank
@@ Property / cites work @@
+Optimality of least squares in the seemingly unrelated regression equation model
+Normal rank
@@ Property / cites work @@
+Sufficient Linear Structures: Econometric Applications
+Normal rank
@@ Property / cites work @@
+A general analysis of bias in the estimated standard errors of least squares coefficients
+Normal rank
@@ Property / cites work @@
+OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
+Normal rank
@@ Property / cites work @@
+When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
+Normal rank
@@ Property / cites work @@
+When are two step estimators efficient?
@@ Property / cites work: When are two step estimators efficient? / rank @@
+Normal rank
@@ Property / cites work @@
+Random group effects and the precision of regression estimates
+Normal rank
@@ Property / cites work @@
+Econometric Issues in the Analysis of Regressions with Generated Regressors
+Normal rank
@@ Property / cites work @@
+Two Stage and Related Estimators and Their Applications
+Normal rank
@@ Property / cites work @@
+Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
+Normal rank
@@ Property / cites work @@
+The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Q5818928
@@ Property / cites work: Q5818928 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Estimation and Prediction Using Asymmetric Loss Functions
+Normal rank