The Efficiency of OLS in a Seemingly Unrelated Regressions Model-Reference-Cited by-同舟云学术

The Efficiency of OLS in a Seemingly Unrelated Regressions Model

Published:1988-12 Issue:3 Volume:4 Page:536-537
ISSN:0266-4666
Container-title:Econometric Theory
language:en
Short-container-title:Econ Theory

Author:

Baltagi Badi H.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference5 articles.

1. When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

2. Comment on university education in ecnometrics

3. On necessary and sufficient conditions for ordinary least-squares estimators to be best linear unbiased estimators;Milliken;The American Statistician,1984

4. On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

5. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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