Hostname: page-component-586b7cd67f-l7hp2 Total loading time: 0 Render date: 2024-11-24T19:53:20.826Z Has data issue: false hasContentIssue false
  • English
  • Français

Proving the Gauss–Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model

Published online by Cambridge University Press:  11 February 2009

R.W. Farebrother
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 5 , December 1996 , pp. 874 - 876
Copyright
Copyright © Cambridge University Press 1996

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Aitken, A.C. (1935) On least squares and linear combination of observations. Proceedings of the Royal Society of Edinburgh Part A 55, 42–47.CrossRefGoogle Scholar
Farebrother, R.W. (1996) Some early statistical contributions to the theory and practice of linear algebra. Linear Algebra and Its Applications, forthcoming.Google Scholar