The Restricted Aitken Estimation of Sets of Demand Relations

DOI10.2307/1909694MaRDI QIDQ5629118zbMATH OpenOpenAlexFDO

Authors R. P. Byron

Publication date 1970

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909694

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(3)

• Higher order approximations for Wald statistics in time series regressions with integrated processes.
• Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
• A note on the effects of linear approximation on hypothesis testing

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