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Applications of a necessary and sufficient condition for OLS to be BLUE

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  • Baltagi, Badi H.

Abstract

This paper considers three examples from the statistics and econometrics literature where OLS is BLUE and demonstrates the easiness of verifying this result with the necessary and sufficient condition (NSC) derived by Zyskind (1967) and more recently Milliken and Albohali (1984). In particular, the third example is extended to a more general model where OLS is still BLUE. Once again this result is verified by the Milliken and Albohali NSC.

Suggested Citation

  • Baltagi, Badi H., 1989. "Applications of a necessary and sufficient condition for OLS to be BLUE," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 457-461, October.
    • Handle: RePEc:eee:stapro:v:8:y:1989:i:5:p:457-461
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    Cited by:

    1. Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, University Library of Munich, Germany.
    2. Lu, Cuicui & Schmidt, Peter, 2012. "Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators," Economics Letters, Elsevier, vol. 116(3), pages 538-540.
    3. Shin, Dong Wan & Song, Seuck Heun, 2000. "Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors," Statistics & Probability Letters, Elsevier, vol. 47(1), pages 1-10, March.
    4. MICHAEL McALEER, 1992. "Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 65-72, March.
    5. Zhang, Yanwei, 2010. "A general multivariate chain ladder model," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 588-599, June.

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