Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188)
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scientific article; zbMATH DE number 706570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity |
scientific article; zbMATH DE number 706570 |
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Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (English)
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12 February 1995
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determinant
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weighted least squares estimators
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ordered heteroscedasticity
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heteroscedastic errors
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regression coefficient estimators
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efficiency measures
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trace
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extreme eigenvalue
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trace measure
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eigenvalue measure
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additional prior information
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0.8639187
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0.86342996
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0.85648865
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