Partial GLS regression

DOI10.1016/S0165-1765(03)00033-8zbMath1255.62377OpenAlexW1979924779MaRDI QIDQ1927321

Yanyan Li

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00033-8

zbMATH Keywords

fixed effectspanel datageneralized least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (6)

Some overall properties of seemingly unrelated regression models ⋮ Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ Some equalities for estimations of partial coefficients under a general linear regression model ⋮ X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION ⋮ The equalities of estimations under a general partitioned linear model and its stochastically restricted model

Cites Work

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• Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Sufficient Linear Structures: Econometric Applications
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

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