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generalized least squares estimator

Overview page. Subjects: Economics.

A generalization of the ordinary least squares estimator applicable when the exact form of the error covariance matrix, i.e. heteroscedasticity and/or serial correlation in the error term,...

See overview in Oxford Index

generalized least squares estimator

Overview page. Subjects: Economics.

A generalization of the ordinary least squares estimator applicable when the exact form of the error covariance matrix, i.e. heteroscedasticity and/or serial correlation in the error term,...

See overview in Oxford Index

feasible generalized least squares estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 11 words.

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generalized least squares (GLS) estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 69 words.

A generalization of the ordinary least squares estimator applicable when the exact form of the error covariance matrix, i.e. heteroscedasticity

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feasible generalized least squares estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 12 words.

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feasible generalized least squares estimator

Edited by John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 13 words.

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generalized least squares (GLS) estimator

Edited by John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 74 words.

A generalization of the *ordinary least squares estimator that is applicable when the exact form of the error covariance matrix, i.e. heteroscedasticity and/or serial correlation in the...

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generalized least squares (GLS) estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 71 words.

A generalization of the *ordinary least squares estimator that is applicable when the exact form of the error covariance

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Aitken estimator

Overview page. Subjects: Economics.

This is more commonly known as the generalized least squares estimator.

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Aitken estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 13 words.

This is more commonly known as the generalized least squares estimator.

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Aitken estimator

Edited by John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 14 words.

This is more commonly known as the *generalized least squares estimator.

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Aitken estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 13 words.

This is more commonly known as the *generalized least squares estimator.

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weighted least squares estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2009; p ublished online January 2009 .

Reference Entry. Subjects: Economics. 67 words.

A version of the generalized least squares estimator used when the covariance matrix of the random error is known to

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weighted least squares estimator

John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2017; p ublished online January 2017 .

Reference Entry. Subjects: Economics. 67 words.

A version of the *generalized least squares estimator used when the *covariance matrix of the random error is

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Design Effects for a Regression Slope in a Cluster Sample

Sharon L. Lohr.

in Journal of Survey Statistics and Methodology

June 2014; p ublished online May 2014 .

Journal Article. Subjects: Social Research and Statistics. 11649 words.

The variance of a statistic calculated from a cluster sample is usually larger than the variance of that statistic calculated from a simple random sample of the same size; the ratio of the...

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weighted least squares estimator

Overview page. Subjects: Economics.

A version of the generalized least squares estimator used when the covariance matrix of the random error is known to be diagonal. This estimator minimizes the sum of squares of residuals...

See overview in Oxford Index

weighted least squares estimator

Edited by John Black, Nigar Hashimzade and Gareth Myles.

in A Dictionary of Economics

January 2012; p ublished online May 2013 .

Reference Entry. Subjects: Economics. 69 words.

A version of the *generalized least squares estimator used when the *covariance matrix of the random error is known to be diagonal. This estimator minimizes the sum of squares of residuals...

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between-groups estimator

Overview page. Subjects: Economics.

An estimator of the vector of the parameters in a linear regression model with panel data, computed as an ordinary least squares (OLS) estimator using time averages of the data for each...

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Random Coefficient Models for Time-Series–Cross-Section Data: Monte Carlo Experiments

Nathaniel Beck and Jonathan N. Katz.

in Political Analysis

January 2007; p ublished online June 2006 .

Journal Article. Subjects: Politics. 6825 words.

This article considers random coefficient models (RCMs) for time-series–cross-section data. These models allow for unit to unit variation in the model parameters. The heart of the article...

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Functional Linear Regression

Hervé Cardot and Pascal Sarda.

in The Oxford Handbook of Functional Data Analysis

November 2010; p ublished online August 2018 .

Article. Subjects: Mathematics. 12523 words.

This article presents a selected bibliography on functional linear regression (FLR) and highlights the key contributions from both applied and theoretical points of view. It first defines...

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From Sample to Population

in Introductory Econometrics

March 2011; p ublished online June 2013 .

Chapter. Subjects: Econometrics and Mathematical Economics. 21866 words.

This chapter discusses the reasons why we can generalize from what we observe in one sample to what we might expect in others. It defines the population, distinguishes between parameters...

Go to Stanford University Press »  abstract