Title of article :
Partial GLS regression
Author/Authors :
Hailong Qian، نويسنده , , Peter Schmidt، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We derive a novel expression for the GLS estimate of a subset of the regression coefficients. We give conditions for the partial equality of OLS and GLS, and we derive a feasible GLS estimator for the fixed effects panel data model
Keywords :
Generalized least squares , Fixed effects , Panel data
Journal title :
Economics Letters
Journal title :
Economics Letters
