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An Inequality Between PerpendicularLeast-Squares and OrdinaryLeast-Squares

Published online by Cambridge University Press:  11 February 2009

Peter Boswijk  and
Heinz Neudecker
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Econometric Theory , Volume 10 , Issue 2 , June 1994 , pp. 441 - 442
Copyright
Copyright © Cambridge University Press 1994

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References

1. Anderson, T.W. Estimating linear restrictions on regression coefficients for multivariate normal distributions. Annals of Mathematical Statistics 22 (1951): 327–351.CrossRefGoogle Scholar
2. Cragg, J.G. & Donald, S.G.. Testing identifiability and specification in instrumental variable models. Econometric Theory 9 (1993): 223–240.10.1017/S0266466600007519CrossRefGoogle Scholar