On the nonnegativity of \(XX^+\) and its relevance in econometrics
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Publication:762872
DOI10.1007/BF01897796zbMath0558.62099MaRDI QIDQ762872
Publication date: 1985
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175984
linear models; Moore-Penrose inverse; weighted least squares; least squares estimation; heteroskedasticity
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
15A23: Factorization of matrices
15A09: Theory of matrix inversion and generalized inverses
15B48: Positive matrices and their generalizations; cones of matrices
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Cites Work
- Stochastic specification and the estimation of share equations
- A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
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