A Modern Gauss–Markov Theorem

DOI10.3982/ECTA19255OpenAlexW4285257718WikidataQ114022420 ScholiaQ114022420MaRDI QIDQ6044992

Bruce E. Hansen

Publication date: 26 May 2023

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta19255

zbMATH Keywords

linear estimatorsleast squaresefficient estimationBLUEunbiasednessGauss-Markov

Mathematics Subject Classification ID

Statistics (62-XX)

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