The Linear and Non-displaced Estimator in Multiple Regression

Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of two-variable regression, this means that the residual factors has to be homoschedastic and non-autocorrelated.

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Year of publication:	2013
Authors:	ANGHELACHE, Constantin ; VOINEAGU, Vergil ; MANOLE, Alexandru ; SOARE, Diana Valentina ; PRODAN, Ligia
Published in:	Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 61.2013, 2, p. 161-166
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	correlation \| residual \| regression \| inference \| parameter

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Extent:	application/pdf
Type of publication:	Article
Classification:	C22 - Time-Series Models ; C20 - Econometric Methods: Single Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010859922