| ID | 364433 |
| Title Proper | On the unbiasedness of various pseudo-generalized least squares estimators: the Cochrane-Orcutt and Durbin Estimators, etc. |
| Other Title Information | Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 30 (Revised), December 1976 |
| Language | ENG |
| Author | Maeshiro, Asatoshi |
| Summary / Abstract (Note) | The purpose of this note is to point out that some of the well-known pseudo-generalized least squares estimators (e.g., the two-step and interactive Cochrane-Orcutt Estimators (1949), the two-step and interactive Prais-Winsten Estimators (1954), The Durbin Estimator (1960) etc.) are unbiased under very reasonable conditions,provided their means exist. |
| `In' analytical Note | In Maeshiro, Asatoshi: A note on methods of consturcting a price index for capital goods used in U.S. Industry and firm investment studies. [Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 24, July 1975] Pittsburgh, Pennsylvania. Department of Economics, University of Pittsburgh, 1975. |
| Key Words | Least squares estimators ; Cochrane-Orcutt estimators ; Prais-Winsten estimators ; The Durbin estimator |