The Restricted Least Squares Estimator: A Pedagogical Note
推导了经典回归模型中，当解释变量矩阵不满秩时受限最小二乘估计量及其协方差矩阵的表达式，并得到一些有用的代数结果，适合计量经济学教学参考。
The authors obtain expressions for the restricted least squares estimator and its covariance matrix in the classical regression model when the matrix of regressors is not necessarily of full rank. The standard expressions for the restricted least squares estimator are not usable in the short rank case because they rely on the unrestricted estimator. But, in the presence of restrictions, the restricted least squares estimator may be computable even if the unrestricted estimator is not. The authors' derivation produces some additional, useful algebraic results for least squares computation. Copyright 1991 by MIT Press.