A note on Amemiya's partially generalized least squares

DOI10.1016/0304-4076(93)90083-HzbMath0517.62061MaRDI QIDQ1053399

Pietro Balestra

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

generalized least squares estimatorpartially generalized least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (1)

On the equality of usual and amemiya's partially generalized least squares estimator

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