Abrahamse and Koerts' `new estimator' of disturbances in regression analysis

DOI10.1016/0304-4076(77)90038-0zbMath0356.62057OpenAlexW2030687099MaRDI QIDQ1237491

Heinz Neudecker

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90038-0

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Matrix equations and identities (15A24) Calculus of vector functions (26B12)

Related Items (3)

Separation theorems for singular values of matrices and their applications in multivariate analysis ⋮ Best affine unbiased response decomposition ⋮ Linear unbiased approximators of the disturbances in the standard linear model

Cites Work

• Unnamed Item
• The power of four tests of autocorrelation in the linear regression model
• New Estimators of Disturbances in Regression Analysis
• On a new test for autocorrelation in least squares regression

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