A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model
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Note: CFP 658.
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- Andrews, Donald W K, 1986. "A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, Econometric Society, vol. 54(3), pages 687-698, May.
References listed on IDEAS
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- Magnus, J.R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Other publications TiSEM 388c2c25-0925-4b56-834a-7, Tilburg University, School of Economics and Management.
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Cited by:
- Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
- Blackburn, McKinley L., 1997. "Misspecified skedastic functions in grouped-data models," Economics Letters, Elsevier, vol. 55(1), pages 1-8, August.
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Keywords
Unbiasedness; linear model; parameter estimators;All these keywords.
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