A comparative study of the performances of the OLS and some GLS estimators when stochastic regressors are both collinear and correlated with error terms

Journal of Mathematics and Statistics

Volumn 3, Issue 4, 2007, Pages 196-200

  Ayinde, Kayode ^a  

^a LADOKE AKINTOLA UNIVERSITY OF TECHNOLOGY   (Nigeria)

Author keywords

Correlation between stochastic regressor and error terms; Feasible GLS estimators; Multicollinearity; OLS estimator; Stochastic regressors

Indexed keywords

EID: 38348999110     PISSN: 15493644     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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