A Note on the Derivation of Theil's Blus Residuals

DOI10.2307/1913989MaRDI QIDQ4099084zbMATH OpenOpenAlexFDO

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)

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

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