Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
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Publication:694960
DOI10.1016/J.ECONLET.2012.01.015zbMATH Open1255.62162OpenAlexW2086060121MaRDI QIDQ694960FDOQ694960
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
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Cites Work
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- 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
- Sufficient Linear Structures: Econometric Applications
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
- Title not available (Why is that?)
- Partially generalized least squares and two-stage least squares estimators
Cited In (4)
- The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated
- On Conditions for Equality of OLSE, GLSE and MLE in Analysis of Covariance Structures
- On the equality of usual and amemiya's partially generalized least squares estimator
- Equality of OLS and Aitken estimators
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