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Sufficient Linear Structures: Econometric Applications

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  • Gourieroux, Christian
  • Monfort, Alain

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  • Gourieroux, Christian & Monfort, Alain, 1980. "Sufficient Linear Structures: Econometric Applications," Econometrica, Econometric Society, vol. 48(5), pages 1083-1097, July.
  • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:5:p:1083-97
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    Cited by:

    1. Alan J. Rogers, 2013. "Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 220-243, February.
    2. Lu, Cuicui & Schmidt, Peter, 2012. "Conditions for the numerical equality of the OLS, GLS and Amemiya–Cragg estimators," Economics Letters, Elsevier, vol. 116(3), pages 538-540.
    3. Renault, Éric & Rochet, Jean-Charles, 1997. "Les techniques quantitatives de la gestion de portefeuille," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 265-310, mars-juin.
    4. Qian, Hailong & Schmidt, Peter, 2003. "Partial GLS regression," Economics Letters, Elsevier, vol. 79(3), pages 385-392, June.
    5. Changli Lu & Yuqin Sun & Yongge Tian, 2013. "On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 707-722, July.
    6. Hailong Qian & Heather L. Bednarek, 2015. "Partial efficient estimation of SUR models," Economics Bulletin, AccessEcon, vol. 35(1), pages 338-348.
    7. MICHAEL McALEER, 1992. "Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 65-72, March.
    8. Fisher, Gordon, 2004. "Une condition d’invariance du modèle de régression à coefficients aléatoires," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 405-419, Juin-Sept.
    9. Radosław Kala & Simo Puntanen & Yongge Tian, 2017. "Some notes on linear sufficiency," Statistical Papers, Springer, vol. 58(1), pages 1-17, March.
    10. Heather L. Bednarek & Hailong Qian, 2016. "The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation," Economics Bulletin, AccessEcon, vol. 36(3), pages 1636-1649.

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