Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Baltagi, B.H. (1992), “Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity,” Econometric Theory, Problem 92.2.3, 8: 304–305.
Breusch, T.S. (1979), “Conflict Among Criteria for Testing Hypotheses: Extensions and Comments,” Econometrica, 47: 203–207.
Dufour, J.M. (1986), “Bias of s2 in Linear Regressions with Dependent Errors,” The American Statistician, 40: 284–285.
Goldberger, A.S. (1962), “Best Linear Unbiased Prediction in the Generalized Linear Regression Model,” Journal of the American Statistical Association, 57: 369–375.
Ioannides, Y.M. and J.E Zabel (2003), “Neighbourhood Effects and Housing Demand,” Journal of Applied Econometrics 18: 563–584.
Krämer, W. and S. Berghoff (1991), “Consistency of s2 in the Linear Regression Model with Correlated Errors,” Empirical Economics, 16: 375–377.
Neudecker, H. (1977), “Bounds for the Bias of the Least Squares Estimator of s2 in Case of a First-Order Autoregressive Process (positive autocorrelation),” Econometrica, 45: 1257–1262.
Neudecker, H. (1978), ”Bounds for the Bias of the LS Estimator in the Case of a First-Order (positive) Autoregressive Process Where the Regression Contains a Constant Term,” Econometrica, 46: 1223–1226.
Sathe, S.T. and H.D. Vinod (1974), “Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors,” Econometrica, 42: 333–340.
Zyskind, G. (1967), “On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models,” The Annals of Mathematical Statistics, 38: 1092–1109.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Baltagi, B.H. (2015). Generalized Least Squares. In: Solutions Manual for Econometrics. Springer Texts in Business and Economics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54548-1_9
Download citation
DOI: https://doi.org/10.1007/978-3-642-54548-1_9
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-54547-4
Online ISBN: 978-3-642-54548-1
eBook Packages: Business and EconomicsEconomics and Finance (R0)