A Variance Comparison of OLS and Feasible GLS in an Error Components Model
- 期刊名称Econometric Theory
- 作者Baltagi, Badi H.
- 卷第5卷
- 期第1期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小45.63KB
- 发表时间1989-4
- DOI10.1017/s0266466600012366
Some properties of invariant polynomials with matrix arguments and their applications in econometricsYasuko Chikuse; A. W. Davis · Annals of the Institute of Statistical Mathematics · 1986
A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution TheoryYasuko Chikuse and A. W. Davis · Econometric Theory · 1986
[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992
On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985
MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008
Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989
ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008
Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995