On BLU-estimation with data of different periodicity

DOI10.1016/0165-1765(91)90166-IzbMath0717.62055MaRDI QIDQ2638693

Bernd Lucke

Publication date: 1991

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

zbMATH Keywords

best linear unbiased estimatorBLUEmissing datadependent variablesexplanatory variableslinear combination of common least-squares estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

On relations between BLUEs under two transformed linear models ⋮ On the BLUEs in Two Linear Models via C. R. Rao's Pandora's Box ⋮ On the equivalence of estimations under a general linear model and its transformed models

Cites Work

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• Regression using mixed annual and quarterly data
• Efficiency gains due to using missing data procedures in regression models
• On the Problem of Missing Data in Linear Models
• Linear regression using both temporally aggregated and temporally disaggregated data
• Linear regression using both temporally aggregated and temporally disaggregated data

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