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On the existence of generalized inverse estimators in a singular system of equations

✍ Scribed by Phoebus J. Dhrymes; Samuel Schwarz

Publisher
John Wiley and Sons
Year
1987
Tongue
English
Weight
565 KB
Volume
6
Category
Article
ISSN
0277-6693

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✦ Synopsis

This paper deals with estimation problems in the context of singular systems of equations. It provides the necessary and sufficient conditions for the existence of restricted estimators as a routine extension of the standard theory of restricted least squares estimation. The paper also provides the means for carrying out tests of hypotheses on subsets of restrictions imposed on the system by explicitly providing an expression for the (appropriate) Lagrange multipliers.

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