A Note on the Derivation of Theil's Blus Residuals

DOI10.2307/1913989zbMATH Open0333.62042OpenAlexW2071688275MaRDI QIDQ4099084FDOQ4099084

Authors: Gregory C. Chow 

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913989

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (2)

• Linear unbiased approximators of the disturbances in the standard linear model
• Unit root testing based on BLUS residuals

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