scientific article; zbMATH DE number 3874437

MaRDI QIDQ3339962zbMATH OpenFDO

Authors Walter Krämer

Publication date 1984

zbMATH Keywords

efficiency comparisonGauss-Markovlinear modelsordinary least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• Finite sample efficiency of OLS in linear regression models with long-memory disturbances
• scientific article; zbMATH DE number 3932229
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors
• The effects of autocorrelation among errors on the consistency property of OLS variance estimator

Cited in

(8)

• Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• scientific article; zbMATH DE number 4064280 (Why is no real title available?)
• Efficiency of the OLS estimator in the vicinity of a spatial unit root
• Finite sample efficiency of OLS in linear regression models with long-memory disturbances
• On the performance of the ordinary least squares method under an error component model.
• Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
• A general condition for an optimal limiting efficiency of OLS in the general linear regression model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3339962)