An Alternative Estimator of the Variance of the Disturbance Term in Extraneous and Mixed Estimation

DOI10.2307/2526527zbMath0558.62100OpenAlexW2029173866MaRDI QIDQ3223781

Ronald G. Bodkin, Baldev Raj

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526527

zbMATH Keywords

mixed estimationestimator of disturbance varianceextraneous estimation

Mathematics Subject Classification ID

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

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THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?

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