Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. Partially generalized least squares and two-stage least squares estimators;Amemiya;Journal of Econometrics,1983
2. Advanced Econometrics;Amemiya,1985
3. Applications of a necessary and sufficient condition for OLS to be BLUE;Baltagi;Statistics and Probability Letters,1989
4. More efficient estimation in the presence of heteroscedasticity of unknown form;Cragg;Econometrica,1983
5. Sufficient linear structures: econometric applications;Gourieroux;Econometrica,1980
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