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Remark on pseudo-generalized least squares

Author

Listed:
  • Jorgen Grofi
  • Simo Puntanen

Abstract

We briefly discuss the so called pseudo-GLS estimator in a standard linear regression model with nonsperical disturbances, and conclude that the potentiality for applications is higher than originally assumed by Fiebig Bartels and Kramer (1996).

Suggested Citation

  • Jorgen Grofi & Simo Puntanen, 2000. "Remark on pseudo-generalized least squares," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 139-144.
    • Handle: RePEc:taf:emetrv:v:19:y:2000:i:1:p:139-144
    DOI: 10.1080/07474930008800462
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    Citations

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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.

    More about this item

    Keywords

    C13; C20;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General

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