Efficiency of Several generalised least squares estimators
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 |
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