Search Results - subject:"Ordinary least squares estimator"

The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models

Hayakawa, Kazuhiko; Kurozumi, Eiji - Institute of Economic Research, Hitotsubashi University - 2006

; dynamic ordinary least squares estimator; Granger causality Hayakawa is a JSPS research fellow and acknowledges its nancial …

Persistent link: https://www.econbiz.de/10005675469

A projector oriented approach to the best linear unbiased estimator

Baksalary, Oskar; Trenkler, Götz - In: Statistical Papers 50 (2009) 4, pp. 721-733

Persistent link: https://www.econbiz.de/10008566215

The role of “leads” in the dynamic OLS estimation of cointegrating regression models

Hayakawa, Kazuhiko; Kurozumi, Eiji - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 3, pp. 555-560

In this paper, we consider the role of “leads” of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specifically, we investigate Stock and Watson’s [J.H. Stock, M.W. Watson’s, A simple estimator of cointegrating vectors in...

Persistent link: https://www.econbiz.de/10011050846

The equality between linear transforms of ordinary least squares and best linear unbiased estimator

Groß, Jürgen; Trenkler, Götz - 1998

, for the ordinary least squares estimator OLSE (CXb) = C OLSE (X) . The problem of equality of OLSE (Xb) and BLUE (Xb) has …

Persistent link: https://www.econbiz.de/10010316557

The equality between linear transforms of ordinary least squares and best linear unbiased estimator

Groß, Jürgen; Trenkler, Götz - Institut für Wirtschafts- und Sozialstatistik, … - 1998

, for the ordinary least squares estimator OLSE (CXb) = C OLSE (X) . The problem of equality of OLSE (Xb) and BLUE (Xb) has …

Persistent link: https://www.econbiz.de/10010982397

The equality between linear transforms of ordinary least squares and best linear unbiased estimator

Groß, Jürgen; Trenkler, Götz - 1998

, for the ordinary least squares estimator OLSE (CXb) = C OLSE (X) . The problem of equality of OLSE (Xb) and BLUE (Xb) has …

Persistent link: https://www.econbiz.de/10010467706

Improvement of the Liu estimator in linear regression model

Hubert, M.; Wijekoon, P. - In: Statistical Papers 47 (2006) 3, pp. 471-479

Persistent link: https://www.econbiz.de/10008486799

r-k Class estimation in regression model with concomitant variables

Jimichi, Masayuki; Inagaki, Nobuo - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 89-95

Persistent link: https://www.econbiz.de/10005616172