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

DOI10.2307/1913439MaRDI QIDQ4112781zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(5)

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

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