𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation using the linear regression model with incomplete ellipsoidal restrictions

✍ Scribed by Jürgen Gross

Publisher
Springer Netherlands
Year
1996
Tongue
English
Weight
180 KB
Volume
43
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.

✦ Synopsis

Using the linear regression model with incomplete ellipsoidal restrictions, it is shown that the known Kuks-Olman estimator is still an appropriate choice.

📜 SIMILAR VOLUMES

Estimation and testing of time-varying c
Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
✍ S. J. Leybourne 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 709 KB

## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho