EFFICIENCY OF ORDINARY LEAST-SQUARES IN REGRESSION MODELS

被引：13

作者：

BALESTRA, P

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1970年 / 65卷 / 331期

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D O I：

10.2307/2284299

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：1330 / &

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[1] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS
BALESTRA, P
NERLOVE, M
[J]. ECONOMETRICA, 1966, 34 (03) : 585 - &
[2] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH
KRUSKAL, W
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01): : 70 - &
[3] A NECESSARY AND SUFFICIENT CONDITION THAT ORDINARY LEAST-SQUARES ESTIMATORS BE BEST LINEAR UNBIASED
MCELROY, FW
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (320) : 1302 - &
[4] USE OF ERROR COMPONENTS MODELS IN COMBINING CROSS SECTION WITH TIME SERIES DATA
WALLACE, TD
HUSSAIN, A
[J]. ECONOMETRICA, 1969, 37 (01) : 55 - &
[5] PARAMETRIC AUGMENTATIONS AND ERROR STRUCTURES UNDER WHICH CERTAIN SIMPLE LEAST SQUARES AND ANALYSIS OF VARIANCE PROCEDURES ARE ALSO BEST
ZYSKIND, G
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (328) : 1353 - &
[6] ON CANONICAL FORMS NON-NEGATIVE COVARIANCE MATRICES AND BEST AND SIMPLE LEAST SQUARES LINEAR ESTIMATORS IN LINEAR MODELS
ZYSKIND, G
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (04): : 1092 - &