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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.

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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 8 (1989)
Issue (Month): 5 (October)
Pages: 457-461

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Handle: RePEc:eee:stapro:v:8:y:1989:i:5:p:457-461

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Related research

Keywords: general linear model seemingly unrelated regressions pooled time-series of cross-sections error components models grouped data;

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Cited by:
  1. 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.
  2. 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, EconWPA.
  3. Zhang, Yanwei, 2010. "A general multivariate chain ladder model," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 588-599, June.
  4. 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.

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