Efficiency of Several generalised least squares estimators

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Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/924

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DC Field	Value	Language
dc.contributor.author	Misra, P. N.
dc.date.accessioned	2010-03-13T05:59:33Z
dc.date.available	2010-03-13T05:59:33Z
dc.date.copyright	1973
dc.date.issued	2010-03-13T05:59:33Z
dc.identifier.uri	http://hdl.handle.net/11718/924
dc.description.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.	en
dc.language.iso	en	en
dc.relation.ispartofseries	Wp;1973/4
dc.subject	Estimation theory	en
dc.subject	Least squares	en
dc.title	Efficiency of Several generalised least squares estimators	en
dc.type	Working Paper	en
Appears in Collections:	Working Papers

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