An errors-in-variables model in which least squares is consistent
| Year of publication: |
1973
|
|---|---|
| Authors: | Aigner, D. J. |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 14.1973, 1, p. 256-257
|
| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Kleinste-Quadrate-Methode | Least squares method |
-
Streamlined variational inference for linear mixed models with crossed random effects
Menictas, Marianne, (2020)
-
Goodhue, Dale L., (2017)
-
Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Li, Meiyu, (2017)
- More ...
-
A comment on Problems in making inferences from the Coleman Report
Aigner, D. J., (1970)
-
MSE dominance of least squares with errors-of-observation
Aigner, D. J., (1974)
-
Aigner, D. J., (1973)
- More ...