The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

On the equivalence of estimations under a general linear model and its transformed models

Tian, Yongge
Puntanen, Simo

May 2009

AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squa...

Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE

Liski, Erkki P.
Puntanen, Simo
Wang, Song-Gui

November 1992

AbstractIn the linear model {y,Xβ,V} the inefficiency of the ordinary least squares estimator of Xβ ...

OLS-based estimation of the disturbance variance under spatial autocorrelation

Hanck, Christoph
Krämer, Walter

November 2006

We investigate the OLS-based estimator s^2 of the disturbance variance in the standard linear regre...

The efficiency of OLS estimator in the linear regression model with spatially correlated errors

Gotu, B. (Dortmund Univ. (Germany). Fachbereich Statistik)
Dortmund Univ. (Germany). Sonderforschungsbereich 475 - Komplexitaetsreduktion in multivariaten Datenstrukturen

January 1999

Bounds for the fficiency of ordinary least squares relative to generalized least squares estimator i...

The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

Gotu, Butte

June 2004

Bounds for the efficiency of ordinary least squares estimator relative to generalized least squares ...

Explicit Formulas to Determine the E¢ ciency of OLS in the Presence of First Order Autoregressive Disturbances

Safi, Samir K.

January 2006

In problems concerning time series, it is often the case that the distur- bances are, in fact, corre...

Consistency of s2 in the linear regression model when the disturbances are spatially correlated

Gotu, Butte

June 2004

ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...

The efficiency of OLS in the presence of auto -correlated disturbances in regression models

January 2004

It is well known that the ordinary least squares (OLS) estimates in the regression model are efficie...

The Efficiency Of OLS In The Presence Of Auto-Correlated Disturbances In Regression Models

Safi, Samir
White, Alexander

May 2006

The ordinary least squares (OLS) estimates in the regression model are efficient when the disturbanc...

On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model

Kurata, Hiroshi

July 1999

AbstractThis paper investigates the efficiencies of several generalized least squares estimators (GL...

On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing

Luati, Alessandra
Proietti, Tommaso

May 2008

The paper establishes the conditions under which the generalised least squares estimator of the regr...

Mixed Linear Regression with equi-cross-correlated errors

Roedel, E.
Humboldt-Universitaet, Berlin (Germany). Inst. fuer Informatik

January 1999

This paper investigates an one-step procedure for the General Least Squares Estimation (GLSE) in the...

Optimality of the least squares estimator

Berk, Robert
Hwang, Jiunn T

August 1989

AbstractIn a standard linear model, we explore the optimality of the least squares estimator under a...

Linear regression analysis using the relative squared error

Arnold, Bernhard F.
Stahlecker, Peter

October 2002

AbstractIn order to determine estimators and predictors in a generalized linear regression model we ...

A Generalization of Rao's Covariance Structure with Applications to Several Linear Models

Kurata, Hiroshi

November 1998

AbstractThis paper presents a generalization of Rao's covariance structure. In a general linear regr...

On the equivalence of estimations under a general linear model and its transformed models

Tian, Yongge
Puntanen, Simo

May 2009

AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squa...

Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE

Liski, Erkki P.
Puntanen, Simo
Wang, Song-Gui

November 1992

AbstractIn the linear model {y,Xβ,V} the inefficiency of the ordinary least squares estimator of Xβ ...

OLS-based estimation of the disturbance variance under spatial autocorrelation

Hanck, Christoph
Krämer, Walter

November 2006

We investigate the OLS-based estimator s^2 of the disturbance variance in the standard linear regre...

The efficiency of OLS estimator in the linear regression model with spatially correlated errors

Gotu, B. (Dortmund Univ. (Germany). Fachbereich Statistik)
Dortmund Univ. (Germany). Sonderforschungsbereich 475 - Komplexitaetsreduktion in multivariaten Datenstrukturen

January 1999

Bounds for the fficiency of ordinary least squares relative to generalized least squares estimator i...

The efficiency of OLS estimator in the linear-regression model with spatially correlated errors

Gotu, Butte

June 2004

Bounds for the efficiency of ordinary least squares estimator relative to generalized least squares ...

Explicit Formulas to Determine the E¢ ciency of OLS in the Presence of First Order Autoregressive Disturbances

Safi, Samir K.

January 2006

In problems concerning time series, it is often the case that the distur- bances are, in fact, corre...

Consistency of s2 in the linear regression model when the disturbances are spatially correlated

Gotu, Butte

June 2004

ABSTRACT: Conditions for the consistency of the estimator S 2 of the variance of the disturbance 1 u...

The efficiency of OLS in the presence of auto -correlated disturbances in regression models

January 2004

It is well known that the ordinary least squares (OLS) estimates in the regression model are efficie...

The Efficiency Of OLS In The Presence Of Auto-Correlated Disturbances In Regression Models

Safi, Samir
White, Alexander

May 2006

The ordinary least squares (OLS) estimates in the regression model are efficient when the disturbanc...

On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model

Kurata, Hiroshi

July 1999

AbstractThis paper investigates the efficiencies of several generalized least squares estimators (GL...

On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing

Luati, Alessandra
Proietti, Tommaso

May 2008

The paper establishes the conditions under which the generalised least squares estimator of the regr...

Mixed Linear Regression with equi-cross-correlated errors

Roedel, E.
Humboldt-Universitaet, Berlin (Germany). Inst. fuer Informatik

January 1999

This paper investigates an one-step procedure for the General Least Squares Estimation (GLSE) in the...

Optimality of the least squares estimator

Berk, Robert
Hwang, Jiunn T

August 1989

AbstractIn a standard linear model, we explore the optimality of the least squares estimator under a...

Linear regression analysis using the relative squared error

Arnold, Bernhard F.
Stahlecker, Peter

October 2002

AbstractIn order to determine estimators and predictors in a generalized linear regression model we ...

A Generalization of Rao's Covariance Structure with Applications to Several Linear Models

Kurata, Hiroshi

November 1998

AbstractThis paper presents a generalization of Rao's covariance structure. In a general linear regr...

On the equivalence of estimations under a general linear model and its transformed models

Tian, Yongge
Puntanen, Simo

May 2009

AbstractSome necessary and sufficient conditions are given for two equalities of ordinary least-squa...

Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE

Liski, Erkki P.
Puntanen, Simo
Wang, Song-Gui

November 1992

AbstractIn the linear model {y,Xβ,V} the inefficiency of the ordinary least squares estimator of Xβ ...

OLS-based estimation of the disturbance variance under spatial autocorrelation

Hanck, Christoph
Krämer, Walter

November 2006

We investigate the OLS-based estimator s^2 of the disturbance variance in the standard linear regre...

The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

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The Equality of OLS and GLS Estimators in the Linear Regression Model When the Disturbances are Spatially Correlated

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