Sufficient Linear Structures: Econometric Applications

DOI10.2307/1912172zbMath0436.62096OpenAlexW2019216489MaRDI QIDQ3876900

Christian Gouriéroux, Alain Monfort

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912172

zbMATH Keywords

sufficiencymixed estimationordinary least-squares estimatorsequality of generalized least-squares estimatorsseemingly unrelated regressorssufficient linear structuressuperfluous observationsthree stage least squares estimatorstransformation of linear model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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