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This paper deals with the general partitioned linear regression model where the regressor matrix $X=\pmatrix{X_1 & X_2\cr}$ may be deficient in column rank, the dispersion matrix $V$ is possibly singular, $\beta^t=\pmatrix{\beta_1^t & \beta_2^t\cr}$ - being partitioned according to $X$ - is the...
Persistent link: https://www.econbiz.de/10004968324
This paper deals with the general possibly singular linear model. It is assumed that in addition to the sample information we have some nonstochastic prior information concerning the unknown regression coefficients that can be expressed in form of linear independent inequality constraints. Since...
Persistent link: https://www.econbiz.de/10005028390