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http://hdl.handle.net/11718/924| Title: | Efficiency of Several generalised least squares estimators |
| Authors: | Misra, P. N. |
| Keywords: | Estimation theory;Least squares |
| Issue Date: | 13-Mar-2010 |
| Series/Report no.: | Wp;1973/4 |
| Abstract: | Econometric theory, as developed till today includes a number of estimation procedures whose small and large sample properties have been analysed at different places by different authors. Looking at these works one can find a few contradictions regarding efficiency of some powerful methods of estimation. Present paper highlights these contradictions and then provides a systematic analysis of asymptotic efficiency of a number of estimation procedures. Effect of orthogonally of explanatory variables on the efficiency of various generalized least squares estimators is also examined. |
| URI: | http://hdl.handle.net/11718/924 |
| Appears in Collections: | Working Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| WP 1973_4.pdf | 668.47 kB | Adobe PDF | View/Open |
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