An alternative proof that OLS is BLUE

DOI10.1515/2156-6674.1034MaRDI QIDQ2870569zbMATH OpenOpenAlexFDO

Authors Halbert White, Jin Seo Cho

Publication date 21 January 2014

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/2156-6674.1034

zbMATH Keywords

efficiencyOLS estimatorGauss-Markov

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cited in

(3)

• Comparison of linear experiments with known covariances
• Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
• scientific article; zbMATH DE number 5300448 (Why is no real title available?)

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