Hostname: page-component-848d4c4894-wg55d Total loading time: 0 Render date: 2024-05-18T06:48:29.882Z Has data issue: false hasContentIssue false
  • English
  • Français

Deriving Restricted Least Squares without a Lagrangean

Published online by Cambridge University Press:  11 February 2009

Farshid Vahid ,
Luis J. Alvarez ,
Juan J. Dolado ,
Paolo Paruolo  and
John Xu Zheng
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 10 , Issue 2 , June 1994 , pp. 443 - 448
Copyright
Copyright © Cambridge University Press 1994

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1. Amemiya, T. Advanced Econometrics. Cambridge: Harvard University Press, 1985.Google Scholar
1. Dhrymes, P.J. Mathematics for Econometrics. New York: Springer-Verlag, 1978.10.1007/978-1-4757-1691-7CrossRefGoogle Scholar
2. Durbin, J. A note on regression when there is extraneous information about one of the coefficients. Journal of the American Statistical Association 48 (1953): 799–808.Google Scholar
3. Theil, H. & Goldberger, A.S.. On pure and mixed statistical estimation in economics. International Economic Review 2 (1961): 65–78.Google Scholar
1. Srivastava, M.S. & Khatri, C.G.. An Introduction to Multivariate Statistics. New York: North Holland, 1979.Google Scholar
1. Farebrother, R.W. Linear Least Squares Computations. New York: Marcel Dekker, 1988.Google Scholar
2. Gauss, C.F. Supplementum theoriae combinationis erroribus minimis obnoxiae. Commentationes societatis Regiae Scienti—arum Gottengensis Recentiores 6 (1828). Reprinted in his Werke 4 (1880): 57–93.Google Scholar