Applications of a necessary and sufficient condition for OLS to be BLUE

Badi Baltagi

Statistics & Probability Letters, 1989, vol. 8, issue 5, 457-461

Abstract: This paper considers three examples from the statistics and econometrics literature where OLS is BLUE and demonstrates the easiness of verifying this result with the necessary and sufficient condition (NSC) derived by Zyskind (1967) and more recently Milliken and Albohali (1984). In particular, the third example is extended to a more general model where OLS is still BLUE. Once again this result is verified by the Milliken and Albohali NSC.

Keywords: general; linear; model; seemingly; unrelated; regressions; pooled; time-series; of; cross-sections; error; components; models; grouped; data (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90027-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:8:y:1989:i:5:p:457-461

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().