Best affine unbiased representations of the fully restricted general Gauss-Markov model

This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations of the best affine unbiased estimator with precise statements concerning its indeterminacy.

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Year of publication:	2006
Authors:	Haupt, Harry ; Oberhofer, Walter
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 97.2006, 3, p. 759-764
Publisher:	Elsevier
Keywords:	Gauss-Markov theory Unified least squares BLU

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221542