Approximate Normality of Generalized Least Squares Estimates
Data up to Jan 2025
Total Citations Per Year
Abstract
References (10)
Theory of Point Estimation
1999 • 4,508 citations
Efficient Estimation with A Priori Information.
1974 • 228 citations
A General Approximation to the Distribution of Instrumental Variables Estimates
1971 • 87 citations
Useful invariance results for generalized regression models
1980 • 77 citations
Small Sample Properties of a Class of Two Stage Aitken Estimators
1977 • 58 citations
An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System
1974 • 50 citations
An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
1977 • 43 citations
Testing the Mean of a Normal Population Under Dependence
1978 • 33 citations
The Variance of Weighted Regression Estimators
1967 • 27 citations
A method for approximations to the pdf'S and cdf'S of GLSE's and its application to the seemingly unrelated regression model
1982 • 19 citations