ADDING REGRESSORS TO OBTAIN EFFICIENCY

DOI10.1017/S0266466608090567zbMath1231.62130OpenAlexW2021643758MaRDI QIDQ3551025

Joris Pinkse, Sung Jae Jun

Publication date: 8 April 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608090567

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (3)

On equivalence of predictors/estimators under a multivariate general linear model with augmentation ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables

Cites Work

• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
• IV.—On Least Squares and Linear Combination of Observations

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