Logo text

Home » Faculty and Research » Research And Publication » Working Papers

Working Papers

 
 Title

Efficiency of Several Generalised Least Squares Estimators

 Authors

Misra P N

 Publication Date

01-Jul-1973

 Year

1973

  Publication Code

WP1973-07-01_00080

 Abstract

Econometric theory, as developed till today includes a number of estimation procedures whose small and large sample properties have been analysed at different places by different authors. Looking at these works one can find a few contradictions regarding efficiency of some powerful methods of estimation. Present paper highlights these contradictions and then provides a systematic analysis of asymptotic efficiency of a number of estimation procedures. Effect of orthogonality of explanatory variables on the efficiency of various generalised least squares estimators is also examined.

 
Back