Abrahamse and Koerts' `new estimator' of disturbances in regression analysis

DOI10.1016/0304-4076(77)90038-0zbMATH Open0356.62057OpenAlexW2030687099MaRDI QIDQ1237491FDOQ1237491

Heinz Neudecker

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90038-0

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Calculus of vector functions (26B12) Matrix equations and identities (15A24)

Cites Work

• Title not available (Why is that?)
• New Estimators of Disturbances in Regression Analysis
• On a new test for autocorrelation in least squares regression
• The power of four tests of autocorrelation in the linear regression model

Cited In (3)

• Separation theorems for singular values of matrices and their applications in multivariate analysis
• Linear unbiased approximators of the disturbances in the standard linear model
• Best affine unbiased response decomposition

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