Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
type: Item
instance of: scholarly article
title: Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
zbMATH Open document ID: 1255.62162
author: M. C. Fu
published in: Economics Letters
publication date: 2012-12-19T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6117224
zbMATH Keywords: ordinary least squares
zbMATH Keywords: generalized least squares
MaRDI profile type: Publication
full work available at URL: j.econlet.2012.01.015
OpenAlex ID: W2086060121
cites work: Partially generalized least squares and two-stage least squares estimators
cites work: More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
cites work: Sufficient Linear Structures: Econometric Applications
cites work: When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
cites work: Q5583535
cites work: Q5626055
cites work: On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
DOI: 10.1016/J.ECONLET.2012.01.015
description: scientific article; zbMATH DE number 6117224