Prior Information on the Coefficients when the Disturbance Covariance Matrix is Unknown

DOI10.2307/1913439zbMath0343.62055OpenAlexW2028133953MaRDI QIDQ4112781

William E. Taylor

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913439

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity ⋮ Characterizations of the best linear unbiased estimator in the general Gauss-Markov model with the use of matrix partial orderings ⋮ Some further results on Hermitian-matrix inequalities ⋮ Smooth coefficient estimation of a seemingly unrelated regression ⋮ The matrix inequality \(M \leq B^*MB\)

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