Estimation of an Overidentified Equation in an Econometric Model by the Method of Generalized Least Squares

Monique Chakravarti-Kelm

doi:10.1080/03610917308548419

Estimation of an Overidentified Equation in an Econometric Model by the Method of Generalized Least Squares

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548419 ◽

1973 ◽

Vol 1 (2) ◽

pp. 167-181

Author(s):

Monique Chakravarti-Kelm

Keyword(s):

Least Squares ◽

Econometric Model ◽

Generalized Least Squares

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Estimation of an overidentified equation in an econometric model by the method of generalized least squares

Communication in Statistics- Theory and Methods ◽

10.1080/03610927308827015 ◽

1973 ◽

Vol 1 (2) ◽

pp. 167-181

Author(s):

Monique Chakravarti-Kelm

Keyword(s):

Least Squares ◽

Econometric Model ◽

Generalized Least Squares

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A Feasible Generalized Least Squares Approach to Estimating Total Causal Effects in a Regression

SSRN Electronic Journal ◽

10.2139/ssrn.3320032 ◽

2019 ◽

Author(s):

Swamy Paravastu ◽

Peter von zur Muehlen ◽

J.S. Mehta ◽

I-Lok Chang

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Causal Effects ◽

Least Squares Approach

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A comparison between generalized least squares regression and top-kriging for homogeneous cross-correlated flood regions

Hydrological Sciences Journal ◽

10.1080/02626667.2021.1879389 ◽

2021 ◽

Author(s):

Simone Persiano ◽

Jose Luis Salinas ◽

Jery Russell Stedinger ◽

William H. Farmer ◽

David Lun ◽

...

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Regression

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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances

Journal of Econometrics ◽

10.1016/0304-4076(94)01609-4 ◽

1995 ◽

Vol 66 (1-2) ◽

pp. 99-121 ◽

Cited By ~ 28

Author(s):

V.K. Srivastava ◽

Koichi Maekawa

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimators

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A generalized least squares method for frequency estimation

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/assp.1989.28054 ◽

1989 ◽

Vol 37 (6) ◽

pp. 805-819 ◽

Cited By ~ 18

Author(s):

M.V. Dragosevic ◽

S.S. Stankovic

Keyword(s):

Least Squares ◽

Least Squares Method ◽

Frequency Estimation ◽

Generalized Least Squares ◽

Generalized Least Squares Method

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Combining Genetic Algorithm and Generalized Least Squares for Geophysical Potential Field Data Optimized Inversion

IEEE Geoscience and Remote Sensing Letters ◽

10.1109/lgrs.2010.2045152 ◽

2010 ◽

Vol 7 (4) ◽

pp. 660-664 ◽

Cited By ~ 6

Author(s):

Ning Qiu ◽

Qing-Sheng Liu ◽

Quan-Ye Gao ◽

Qing-Li Zeng

Keyword(s):

Genetic Algorithm ◽

Least Squares ◽

Potential Field ◽

Field Data ◽

Generalized Least Squares ◽

Potential Field Data

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GSOR Method for the Equality Constrained Least Squares Problems and the Generalized Least Squares Problems

International Journal of Computer Mathematics ◽

10.1080/00207160212112 ◽

2002 ◽

Vol 79 (8) ◽

pp. 955-960

Author(s):

Changjun Li ◽

David J. Evans

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Problems ◽

Constrained Least Squares ◽

Equality Constrained Least Squares

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Bounds for normal approximations to the distributions of generalized least squares predictors and estimators

Journal of Statistical Planning and Inference ◽

10.1016/0378-3758(92)90082-4 ◽

1992 ◽

Vol 30 (2) ◽

pp. 213-221 ◽

Cited By ~ 3

Author(s):

Takeaki Kariya ◽

Yasuyuki Toyooka

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Normal Approximations

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Bilevel Generalized Least Squares Estimation of Dynamic Origin–Destination Matrix for Urban Network with Probe Vehicle Data

Transportation Research Record Journal of the Transportation Research Board ◽

10.3141/2333-08 ◽

2013 ◽

Vol 2333 (1) ◽

pp. 66-73 ◽

Cited By ~ 9

Author(s):

Peng Cao ◽

Tomio Miwa ◽

Toshiyuki Yamamoto ◽

Takayuki Morikawa

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Urban Network ◽

Probe Vehicle ◽

Vehicle Data ◽

Generalized Least Squares Estimation

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Estimated Generalized Least Squares for a Heteroscedastic Regression Model

Australian Journal of Statistics ◽

10.1111/j.1467-842x.1982.tb00831.x ◽

1982 ◽

Vol 24 (2) ◽

pp. 245-254

Author(s):

V. V. Anh

Keyword(s):

Regression Model ◽

Least Squares ◽

Generalized Least Squares ◽

Heteroscedastic Regression

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