A NECESSARY AND SUFFICIENT CONDITION THAT ORDINARY LEAST-SQUARES ESTIMATORS BE BEST LINEAR UNBIASED

被引:85
作者
MCELROY, FW
机构
关键词
D O I
10.2307/2283779
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:1302 / &
相关论文
共 6 条
[1]  
Aitken A. C., 1936, P ROY SOC EDINB, V55, P42, DOI [DOI 10.1017/S0370164600014346, 10.1017/S0370164600014346]
[2]  
GOLDBERGER AS, ECONOMETRIC THEORY
[3]  
HALPERN M, 1951, ANNALS MATHEMATICAL, V22, P575
[4]  
Johnston J, ECONOMETRIC METHODS, VFourth
[5]  
PLACKETT RL, PRINCIPLES REGRESSIO, P50
[6]   SERIAL CORRELATION IN REGRESSION ANALYSIS .1. [J].
WATSON, GS .
BIOMETRIKA, 1955, 42 (3-4) :327-341