Computation of the GLS estimator of a model with anticipated and unanticipated effects
From MaRDI portal
Publication:1331511
DOI10.1016/0165-1765(94)90123-6zbMath0925.62513MaRDI QIDQ1331511
Publication date: 8 November 1999
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(94)90123-6
Cites Work
- Recursive estimation and generated regressors
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Two Stage and Related Estimators and Their Applications
- When are two step estimators efficient?
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach