Title of article
Partial GLS regression
Author/Authors
Hailong Qian، نويسنده , , Peter Schmidt، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
8
From page
385
To page
392
Abstract
We derive a novel expression for the GLS estimate of a subset of the regression coefficients. We give conditions for the partial equality of OLS and GLS, and we derive a feasible GLS estimator for the fixed effects panel data model
Keywords
Generalized least squares , Fixed effects , Panel data
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435192
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