A generalized estimator in econometric methods

zbMATH Open1064.62120MaRDI QIDQ704899FDOQ704899

Authors: R. Karan Singh, N. Rastogi 

Publication date: 20 January 2005

Published in: Proceedings of the National Academy of Sciences, India. Section A. Physical Sciences (Search for Journal in Brave)

Recommendations

• Some measures of the amount of information for the linear regression model
• scientific article; zbMATH DE number 4005375
• Generalized Least Squares
• scientific article; zbMATH DE number 3967722
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances

zbMATH Keywords

variance-covariance matrixgeneralized biasgeneralized estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cited In (3)

• Title not available (Why is that?)
• Some measures of the amount of information for the linear regression model
• Title not available (Why is that?)

This page was built for publication: A generalized estimator in econometric methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q704899)