Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators

DOI10.1016/J.ECONLET.2012.01.015MaRDI QIDQ694960zbMATH OpenOpenAlexFDO

Authors M. C. Fu

Publication date 19 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.01.015

zbMATH Keywords

ordinary least squaresgeneralized least squares

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Partially generalized least squares and two-stage least squares estimators
• Sufficient Linear Structures: Econometric Applications
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Cited in

(4)

• On Conditions for Equality of OLSE, GLSE and MLE in Analysis of Covariance Structures
• The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
• On the equality of usual and amemiya's partially generalized least squares estimator
• Equality of OLS and Aitken estimators

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