Haupt, Harry and Oberhofer, Walter (2006) Best affine unbiased representations of the fully restricted general Gauss-Markov model. JOURNAL OF MULTIVARIATE ANALYSIS, 97 (3). pp. 759-764. ISSN 0047-259X,
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This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations of the best affine unbiased estimator with precise statements concerning its indeterminacy. (C) 2005 Elsevier Inc. All rights reserved.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | ; Gauss-Markov theory; unified least squares; BLU |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie |
| Depositing User: | Dr. Gernot Deinzer |
| Date Deposited: | 18 Feb 2021 13:36 |
| Last Modified: | 18 Feb 2021 13:36 |
| URI: | https://pred.uni-regensburg.de/id/eprint/34874 |
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