A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
讨论了线性模型中非标量单位误差协方差矩阵下艾特肯与可行艾特肯估计量渐近等价性的现有条件问题，提出了新的广泛适用充分条件，并应用于多种误差结构。
Asymptotic equivalence of Aitken and feasible Aitken estimators in linear models with nonscalar identity error covariance matrices is usually established in a tedious case-by-case manner. Some general sufficient conditions for this equivalence exist but there are problems with the extant conditions. These problems are discussed and new widely applicable sufficient conditions are presented and applied to a variety of error structures. Copyright 1994 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.