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Some implications of structural changes within the sample
(2010-03-13)
An implicit assumption underlying least squares estimation procedure is that the unknown coefficient remain invariant over sample observations. In actual practice, however, one tends to use larger and larger numbers of ...
Efficiency of Several generalised least squares estimators
(2010-03-13)
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 ...