On BLU-estimation with data of different periodicity

DOI10.1016/0165-1765(91)90166-IMaRDI QIDQ2638693zbMATH OpenFDO

Authors B. Lucke

Publication date 1991

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(91)90166-I

zbMATH Keywords

best linear unbiased estimatorBLUEdependent variablesexplanatory variableslinear combination of common least-squares estimatorsmissing data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• Efficiency gains due to using missing data procedures in regression models
• scientific article; zbMATH DE number 3976184 (Why is no real title available?)
• scientific article; zbMATH DE number 3341781 (Why is no real title available?)
• Linear regression using both temporally aggregated and temporally disaggregated data
• Linear regression using both temporally aggregated and temporally disaggregated data
• On the Problem of Missing Data in Linear Models
• Regression using mixed annual and quarterly data

Cited in

(3)

• On the equivalence of estimations under a general linear model and its transformed models
• On relations between BLUEs under two transformed linear models
• On the BLUEs in two linear models via C. R. Rao's Pandora's box

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