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A Variance Comparison of OLS and Feasible GLS in an Error Components Model

Published online by Cambridge University Press:  18 October 2010

Badi H. Baltagi
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 5 , Issue 1 , April 1989 , pp. 175
Copyright
Copyright © Cambridge University Press 1989

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References

REFERENCE

1.Grubb, D. & Magee, L.A variance comparison of OLS and feasible GLS estimators. Econometric Theory 4 (1988): 329–335.CrossRefGoogle Scholar