A Homogeneous Class of Linear Estimators and Stronger Aitken Estimator

We define a new class of linear estimators which includes as a subset all linear unbiased estimators. Subsequently, we establish Aitken estimator, the best linear unbiased estimator, further as the best in this larger class of linear estimators.

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Year of publication:	1993
Authors:	Im, Eric Iksoon ; Snow, Marcellus
Institutions:	Department of Economics, University of Hawaii-Manoa

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 199321 11 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005704489