A Note on the Consistency of the GLS Estimator in Triangular Structural Systems

DOI10.2307/1911421zbMath0475.62086OpenAlexW2016261675MaRDI QIDQ3930519

Robert F. Cotterman

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911421

zbMATH Keywords

generalized least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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