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A Best Linear Unbiased Estimator of Rβ with α Scalar Variance Matrix

Published online by Cambridge University Press:  18 October 2010

H. Neudecker  and
A. Satorra
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 8 , Issue 1 , March 1992 , pp. 159 - 160
Copyright
Copyright © Cambridge University Press 1992

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References

NOTE

An excellent solution has been proposed independently by R.W. Farebrother (the poser of the problem).