GENERALISED TWO‐STAGE LEAST SQUARES: A NOTE

DOI10.1111/J.1467-999X.1978.TB00596.XzbMath0419.62094OpenAlexW2090096414MaRDI QIDQ3853035

Anthony A. Sampson

Publication date: 1978

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-999x.1978.tb00596.x

zbMATH Keywords

generalized two-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Matrix equations and identities (15A24)

Cites Work

• The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors
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