A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators (Q4320064)

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scientific article; zbMATH DE number 711717
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A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
scientific article; zbMATH DE number 711717

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    A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators (English)
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    15 January 1995
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    asymptotic equivalence
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    Aitken estimators
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    linear models
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    nonscalar identity error covariance matrices
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    sufficient conditions
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    error structures
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