Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396): Difference between revisions

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+https://doi.org/10.1016/0304-4076(73)90003-1
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+W2066577341
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+The Estimation of the Variances in a Variance-Components Model
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+On the Efficiency of Ordinary Least-Squares in Regression Models
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+A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model
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+Q5732999
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+Generalized Least Squares with an Estimated Variance Covariance Matrix
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+A Note on Error Components Models
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+Best Linear Minimum Bias Estimation in Linear Regression
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+The Use of Error Components Models in Combining Cross Section with Time Series Data
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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+On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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