Computation of the GLS estimator of a model with anticipated and unanticipated effects
- 30 June 1994
- journal article
- Published by Elsevier in Economics Letters
- Vol. 45 (2) , 125-129
- https://doi.org/10.1016/0165-1765(94)90123-6
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Properties of ordinary least squares estimators in regression models with nonspherical disturbancesJournal of Econometrics, 1992
- Recursive estimation and generated regressorsEconomics Letters, 1992
- When are two step estimators efficient?Econometric Reviews, 1991
- Two-Step Generalized Least Squares Estimators in Multi-Equation Generated Regressor ModelsThe Review of Economics and Statistics, 1987
- Two Stage and Related Estimators and Their ApplicationsThe Review of Economic Studies, 1986
- Estimation and Inference in Two-Step Econometric ModelsJournal of Business & Economic Statistics, 1985
- A Note on Two-Stage Least Squares, Three-Stage Least Squares and Maximum Likelihood Estimation in an Expectations ModelInternational Economic Review, 1985
- Econometric Issues in the Analysis of Regressions with Generated RegressorsInternational Economic Review, 1984
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free ApproachThe Annals of Mathematical Statistics, 1968