✦ LIBER ✦

Partially generalized least squares and two-stage least squares estimators

✍ Scribed by Takeshi Amemiya

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Recursions for the two-stage least-squar

✍ Garry D.A. Phillips 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 529 KB

The nonlinear two-stage least-squares es

✍ Takeshi Amemiya 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 306 KB

A note on amemiya's partially generalize

✍ Pietro Balestra 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 254 KB

The robust generalized least-squares est

✍ Mohamed L. Hambaba 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 547 KB

Jackknifing type weighted least squares

✍ Jinhong You; Xiaoqian Sun; Wan-kai Pang; Ping-kei Leung 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 189 KB

In a heteroskedastic partially linear regression model, You and Chen (

Stability and least-squares estimation

✍ A.J Berkhout 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 161 KB

It is shown that the algorithms for the stability test of linear discrete systems and the algorithm for leastsquares estimation are closely related.