Best quadratic unbiased estimators of the variance-covariance matrix in normal regression

Author:

Balestra Pietro

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference15 articles.

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2. On the efficiency of ordinary least-squares in regression models;Balestra;Journal of the American Statistical Association,1970

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4. Drygas, H., The estimation of error-components: A note on a paper by Searle and Townsend, Institut für Oekonometrie und Operations Research, Universität Bonn (unpublished).

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