Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...

A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...

This is a preview. Log in through your library . Abstract Least squares solution of F= PG with respect to positive semidefinite symmetric P is considered,a new necessary and sufficient condition for ...

In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...

The process of using past cost information to predict future costs is called cost estimation. While many methods are used for cost estimation, the least-squares regression method of cost estimation is ...