IDEAS home Printed from https://ideas.repec.org/h/pal/palchp/978-1-349-12221-9_9.html
   My bibliography  Save this book chapter

Decomposition of Least-Squares Estimators and Covariance Matrices

In: Contributions to Consumer Demand and Econometrics

Author

Listed:
  • Teun Kloek

Abstract

In 1953 Henri Theil was appointed extraordinary (i.e. part-time) professor of econometrics at the Netherlands School of Economics at Rotterdam. He got his full-time appointment in 1956. His first set of lecture notes carried the title ‘Elementary regression and time series analysis’. It had the level and indeed much of the style and the material of his Introduction to Econometrics (Theil, 1978). Among other things, it already contained the ‘textile example’, dealing with the consumption of textile in the Netherlands, 1923–39. (The reader will note that in 1953 the post-war annual time series were too short for analysis by regression methods.) It also already emphasized the usefulness of diagrams in order to check model assumptions. In particular, it contained the decomposition and the partial scatter diagrams present both in the Principles (Theil, 1971) and in the Introduction (Theil, 1978).

Suggested Citation

  • Teun Kloek, 1992. "Decomposition of Least-Squares Estimators and Covariance Matrices," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 9, pages 163-175, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-349-12221-9_9
    DOI: 10.1007/978-1-349-12221-9_9
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:palchp:978-1-349-12221-9_9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.