关于伪广义最小二乘法的评注

Remark on pseudo-generalized least squares

Econometric Reviews · 2000
被引 4
人大 A-ABS 3

中文导读

讨论了标准线性回归模型中伪广义最小二乘估计量,认为其应用潜力比Fiebig、Bartels和Krämer(1996)最初假设的更大。

Abstract

We briefly discuss the so called pseudo-GLS estimator in a standard linear regression model with nonsperical disturbances, and conclude that the potentiality for applications is higher than originally assumed by Fiebig Bartels and Krämer (1996).

伪广义最小二乘非球形扰动线性回归模型估计量