On the Nonnegativity of XX* and its Relevance in Econometrics.
Metrika, Tome 32 (1985), pp. 35-47
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
Moore-Penrose inverse, least squares estimation, linear models, weighted least squares, heteroskedasticity
@article{MET_1985__32_175984,
author = {Gerd Ronning},
title = {On the {Nonnegativity} of {XX*} and its {Relevance} in {Econometrics.}},
journal = {Metrika},
pages = {35--47},
year = {1985},
volume = {32},
zbl = {0558.62099},
url = {http://geodesic.mathdoc.fr/item/MET_1985__32_175984/}
}
Gerd Ronning. On the Nonnegativity of XX* and its Relevance in Econometrics.. Metrika, Tome 32 (1985), pp. 35-47. http://geodesic.mathdoc.fr/item/MET_1985__32_175984/