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An extension of a rank criterion for the least squares estimator to be the best linear unbiased estimator

✍ Scribed by J.K. Baksalary; R. Kala


Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
535 KB
Volume
1
Category
Article
ISSN
0378-3758

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A constrained least squares method for e
✍ Dr Sten Thore πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 584 KB

A constrained least squares method is developed for the estimation of the effects of an unknown intervening causal factor in regression analysis, when the unknown factor shifts the regression hyperplane monotonically upwards (downwards) over time. As an illustration, we estimate the price elasticity