Econometrica Vol. 45 No. 2 1977
Small Sample Properties of a Class of Two Stage Aitken Estimators
Abstract
[Conditions under which a single iteration approximation to the maximum likelihood estimator dominates ordinary least squares are approximated analytically for the class of linear models for which the eigenvectors of the error covariance matrix are known.]
- DOI
- 10.2307/1911224
- Volume
- 45
- Issue
- 2
- Pages
- 497
- Sources
- bibtex:phds-export.bib openalex crossref