A general condition for an optimal limiting efficiency of OLS in the general linear regression model

DOI10.1016/0165-1765(95)00716-4zbMath0900.90161OpenAlexW2059462933WikidataQ126802889 ScholiaQ126802889MaRDI QIDQ672761

Badi H. Baltagi, Walter Kramer

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00716-4

zbMATH Keywords

Linear regressionEfficiency of OLSGeneralized least squares

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ Finite sample efficiency of OLS in linear regression models with long-memory disturbances

Cites Work

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• A transformation that will circumvent the problem of autocorrelation in an error-component model
• Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
• The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors
• Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated
• Note on Estimating Linear Trend when Residuals are Autocorrelated

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