A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model

DOI10.2307/1913424zbMath0291.62080OpenAlexW2029665541MaRDI QIDQ4042520

Hilmar Drygas

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913424

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (5)

Ratios of linear combinations in the general linear model ⋮ Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances ⋮ A note on \(S^{2}\) in a spatially correlated error components regression model for panel data ⋮ Best quadratic unbiased estimators of the variance-covariance matrix in normal regression ⋮ A note on \(S^2\) in a linear regression model based on two-stage sampling data

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