OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated

DOI10.2307/1911134zbMath0451.62080OpenAlexW1966797581MaRDI QIDQ3897899

Teun Kloek

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272195/files/erasmus122.pdf

zbMATH Keywords

ordinary least squares estimationequicorrelated disturbancesmicrovariable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (6)

Random group effects and the precision of regression estimates ⋮ Quantile regression with clustered data ⋮ Properties of ordinary least squares estimators in regression models with nonspherical disturbances ⋮ A note on \(S^2\) in a linear regression model based on two-stage sampling data ⋮ Placebo inference on treatment effects when the number of clusters is small ⋮ Asymptotic inference from multi-stage samples

This page was built for publication: OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated