Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators

DOI10.1016/j.econlet.2012.01.015zbMath1255.62162OpenAlexW2086060121MaRDI QIDQ694960

M. C. Fu

Publication date: 19 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.01.015

zbMATH Keywords

generalized least squaresordinary least squares

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

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• Partially generalized least squares and two-stage least squares estimators
• More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
• Sufficient Linear Structures: Econometric Applications
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

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