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dc.contributor.author McElroy, MB
dc.date.accessioned 2010-03-09T15:29:15Z
dc.date.issued 1977
dc.identifier 0304-4076(77)90009-4
dc.identifier.citation Journal of Econometrics, 1977, 6 (3), pp. 389 - 394
dc.identifier.issn 0304-4076
dc.identifier.uri http://hdl.handle.net/10161/1896
dc.description.abstract This paper extend, in an asymptotic sense, the strong and the weaker mean square error criteria and corresponding tests to linear models with non-spherical disturbances where the error covariance matrix is unknown but a consistent estimator for it is available. The mean square error tests of Toro-Vizcorrondo and Wallace (1968) and Wallace (1972) test for the superiority of restricted over unrestricted linear estimators in a least squares context. This generalization of these tests makes them available for use with GLS, Zellner's SUR, 2SLS, 3SLS, tests of over identification, and so forth. © 1977.
dc.format.extent 389 - 394
dc.format.mimetype application/pdf
dc.language eng
dc.language.iso en_US
dc.relation.ispartof Journal of Econometrics
dc.relation.isversionof 10.1016/0304-4076(77)90009-4
dc.title Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
dc.type Journal Article
dc.department Economics
pubs.issue 3
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Sanford School of Public Policy
pubs.organisational-group /Duke/Sanford School of Public Policy/Duke Population Research Institute
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.volume 6

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