General linear hypotheses in a two-stage least squares estimation model
β Scribed by Yu-Sheng Hsu
- Book ID
- 116101097
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 311 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0165-1765
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## BUninlUly This paper hes two major objectives. The first is to present a two-stage leaat square8 prooedure for estimation of the parameters in a linear model whose parameters are in themselves linear functions of some hyperparemeters. The eecond, and perhaps more important point, is that the ne
This note considers a paradox arising in the least-squares estimation of linear regression models in which the error terms are assumed to be i.i.d. and possess ΓΏnite rth moment, for r β [1; 2). We give a concrete example to show that the least-squares estimator of the slope parameter is inconsistent