A Quality Index for Economic Journals

Volume: 56, Issue: 1, Pages: 123 - 125
Published: Feb 1, 1974
Abstract
It is also perhaps worth considering the case in which the alternative model y Zy + co contains the same regressors as the true model (i.e., Z X). Then the above proof shows that the probability limit of the estimated error variance is smaller when the true value of p is used to perform the Orcutt transformation than when any other value po is used. (This, in fact, constitutes a relatively simple proof of the consistency of the maximum...
Paper Details
Title
A Quality Index for Economic Journals
Published Date
Feb 1, 1974
Volume
56
Issue
1
Pages
123 - 125
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