EFFICIENCY OF ORDINARY LEAST-SQUARES IN REGRESSION MODELS

被引：14

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 [J].

BALESTRA, P ;

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[2] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J].

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[3] A NECESSARY AND SUFFICIENT CONDITION THAT ORDINARY LEAST-SQUARES ESTIMATORS BE BEST LINEAR UNBIASED [J].

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[4] USE OF ERROR COMPONENTS MODELS IN COMBINING CROSS SECTION WITH TIME SERIES DATA [J].

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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 [J].

ZYSKIND, G .

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 [J].

ZYSKIND, G .

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