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Best quadratic unbiased estimators of the variance-covariance matrix in normal regression

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  • Balestra, Pietro

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  • Balestra, Pietro, 1973. "Best quadratic unbiased estimators of the variance-covariance matrix in normal regression," Journal of Econometrics, Elsevier, vol. 1(1), pages 17-28, March.
    • Handle: RePEc:eee:econom:v:1:y:1973:i:1:p:17-28
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    Cited by:

    1. Jian-Hong, Shi & Song-Gui, Wang, 2006. "The Spectral Decomposition of Covariance Matrices for the Variance Components Models," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2190-2205, November.
    2. Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 269-310, October.
    3. Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013. "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, vol. 33(1), pages 625-634.
    4. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    5. Badi H. Baltagi, 1987. "On Estimating from a More General Time-Series Cum Cross-Section Data Structure," The American Economist, Sage Publications, vol. 31(2), pages 69-71, October.

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