Properties of the mixed regression estimator when disturbances are not necessarily normal
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Publication:1063356
DOI10.1016/0378-3758(85)90021-7zbMath0574.62059MaRDI QIDQ1063356
Publication date: 1985
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(85)90021-7
least squares estimator; mixed regression estimator; mean squared error matrix; bias vector; non-normal disturbances; normal disturbances; Small-disturbance approximations
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