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

DOI10.1016/0304-4076(77)90038-0MaRDI QIDQ1237491zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3111121 (Why is no real title available?)
• 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)

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

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